Description: Extended Kalman filter, nonlinear EKF simulation and usage. Describes two nonlinear equations x = 0.5 x+ (25* x/(1+ x ^ 2))+ 8* cos (1.2* (t-1)) y = (x ^ 2/20) of EKF usage. Simple and practical notes. For the Kalman filter useful for beginners.
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EKF.m
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