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.