Can I implement Extended Kalman Filter for a linear sensor fusion?
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Hi!
I have a linear Sensors fusion, can I implement extended kalman filter for a linear system?
Thank you!
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Amrtanshu Raj
2020-9-29
Hi,
The major difference between the Kalman Filter and Extended Kalman Filter is that Kalman Filter is applicable for a discrete time linear function whereas an Extended Kalman Filter is applicable for a discreate time non-linear function.
You can refer to this example for state estimation and using sensor fusion for a linear system using the Kalman Filter.
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