EKF (Extended Kalman Filter)

The Extended Kalman Filter (EKF) is a mathematical tool used to estimate the state of a system over time, particularly when the system is nonlinear. It combines measurements from sensors and predictions from a model to update the state estimate, while accounting for uncertainties. The EKF linearizes the nonlinear functions involved, allowing it to apply standard Kalman filtering techniques. This makes it useful in applications like robotics and navigation, where we need to track moving objects and their trajectories accurately despite noisy data and complex behaviors. Overall, EKF enhances our ability to predict and understand dynamic systems.