Extended Kalman Filter

Effect of EKF on the Predict and update equation of KF

  • When the prediction & updation steps are highly non-linear, EKF will give relatively poor performance.
  • In extended Kalman filter the approximation was done based on a single point i.e. mean of the distribution. This approximation may not be the best possible approximation and lead to poor performance
  • There is a high computational cost for calculating Jacobians matrix.

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Robotics Enthusiast. Well versed with computer vision, path planning algorithms, SLAM and ROS

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Dibyendu Biswas

Dibyendu Biswas

Robotics Enthusiast. Well versed with computer vision, path planning algorithms, SLAM and ROS

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