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Indeed the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) are both standard methods to deal with non-linear systems. They each provide a method
by RossBencina 2y ago
Indeed the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) are both standard methods to deal with non-linear systems. They each provide a method of propagating uncertainty through nonlinear state and measurement functions. FWIW I would assume that EKF and UKF are within scope whenever Kalman Filtering is mentioned but I may be misinformed.
- pinkmuffinere 2y agoIt’s probably just my bias making me think of linear systems — I’ve only used the nonlinear ones in coursework, certainly less familiar. Apologies if I misrepresented it.
- bradly 2y agoI appreciate both your initial comment and responses as it gave me a place to ask and learn more. I wasn't asking as an accusation–so I hope it didn't come off that way– but as someone not understanding what makes something work/not work in linear/non-liner systems.