Extended Kalman Filter

The Kalman filter is a highly efficient recursive filter (autoregressive filter) capable of estimating the state of dynamic systems from a series of incomplete and noisy measurements. Named after its inventor Rudolf E. Kalman, this filtering method was originally designed for Gaussian-distributed systems. Later scholars developed various improvements, including the Extended Kalman Filter (EKF) which extends applicability to time-nonlinear dynamic systems through first-order Taylor series linearization.

MATLAB: A High-Efficiency Advanced Language for Scientific and Engineering Computing

MATLAB is a high-efficiency advanced programming language designed for scientific and engineering computations. Its fundamental data unit is the matrix, and its extensive toolbox ecosystem covers numerous fields in scientific research and engineering applications. It demonstrates unparalleled advantages over general-purpose languages in areas including numerical computation, digital signal processing, system identification, automatic control, vibration theory, time series analysis and modeling, optimization design, neural network control, dynamic simulation systems, financial management, wavelet analysis, special functions, and graphics. The language can be conveniently applied to nearly all aspects of scientific and engineering calculations through its built-in functions and matrix-based operations.