Extended Kalman Filter

The Extended Kalman Filter (EKF) is a mathematical technique used to estimate the state of a system over time, particularly when the system is nonlinear. It combines measurements from sensors with predictions based on a model of how the system behaves. The EKF updates its estimates by considering both the uncertainty in the measurements and the predictions, adjusting them to provide more accurate results. This method is commonly used in applications like robotics and navigation, where accurately tracking the position and movement of objects in real-time is essential.