Extended Kalman Filter (EKF)

The Extended Kalman Filter (EKF) is a mathematical tool used to estimate the state of a dynamic system that changes over time, such as tracking a moving object. It improves accuracy by combining noisy measurements with a model of how the system operates. Unlike the standard Kalman Filter, EKF can handle non-linear systems by linearizing them at each step. This makes it useful in applications like robotics and navigation, enabling real-time predictions and adjustments based on new data, ensuring more reliable performance in complex and uncertain environments.