Extended Kalman Filter: Why do we need an Extended Version?
<p>This post is in continuation to my last post on <a href="https://towardsdatascience.com/kalman-filter-interview-bdc39f3e6cf3" rel="noopener" target="_blank">Kalman Filter</a>. So my colleague Larry is pretty excited to know about the working of Kalman Filter, but can he understand the concept of Non Linearity and Extended Kalman Filter. Let’s find out.</p>
<p><em>Larry: I know Kalman Filters, I can now predict and update, I basically know an important prediction tool now.</em><br />
Me: Can you tell me what were the assumptions we made while reading about Kalman Filter?</p>
<p><a href="https://towardsdatascience.com/extended-kalman-filter-43e52b16757d"><strong>Learn More</strong></a></p>