How do you apply Kalman filter to a non-linear system

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Ezgi
Ezgi 2014-3-20
回答： John Petersen 2014-7-28
I linearized the non linear system and designed a Kalman filter. Now I want to apply this filter to the non linear system. Since there is no transfer function or A,B,C,D state space matrices, I don't know how to do it.

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John Petersen
John Petersen 2014-7-28
Use Extended Kalman filter. For predict equations, leave it non-linear. Use linearized equations for calculating K and updating P.

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