Abstract
In this paper we focused our attention on the mathematical background of the Extended Kalman Filter and its comparison to the Discrete Difference filter. Both of the filters are capable to estimate states of nonlinear systems but each one has its advantages and drawbacks we would like to outline. In addition to the mathematical derivation, we will show also the details of software implementation in Matlab.
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Laurinec, M. (2011). Extended Kalman Filter and Discrete Difference Filter Comparison. In: Jabloński, R., Březina, T. (eds) Mechatronics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-23244-2_40
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DOI: https://doi.org/10.1007/978-3-642-23244-2_40
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-23243-5
Online ISBN: 978-3-642-23244-2
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