An extended Kalman filter
Definition: extended Kalman filter
Terms
| Term | This example | Why |
|---|---|---|
| estimator | ✓ | An extended Kalman filter is a filter, and so an estimator, because it estimates the current state of a nonlinear system from noisy measurements, by applying the Kalman filter to a linearization of the system. |
| filter (estimation) | ✓ | An extended Kalman filter is a filter, because it estimates the current state of a nonlinear system from noisy measurements up to now. |
| observer | ✗ | An extended Kalman filter is not an observer in general, because its error is not guaranteed to converge. |
| predictor | ✗ | An extended Kalman filter is not a predictor, because it estimates the present state, not a future one. |