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I've been considering writing up something for extended kalman filters like this. Kalman filters are great but in my experience extremely limited without the no

I've been considering writing up something for extended kalman filters like this. Kalman filters are great but in my experience extremely limited without the non-linear extensions which make them useful in a much wider variety of problems.

marton78 5y ago
Your should have a look at sigma point Kalman Filters.
- gugagore 5y ago
  Those are called unscented Kalman filters, because they don’t stink…