Self-driving car: Tracking cars with Extended and Unscented Kalman Filter
<p>In the left below is the original equation for the Kalman Filter and the right is the Extended Kalman Filter. The difference is we replace A by the Jacobian matrix <em>F</em>, and C by the Jacobian matrix <em>H</em>.</p>
<p><img alt="" src="https://miro.medium.com/v2/resize:fit:700/1*rlvbNc--2XUOl2n7XCwnGw.jpeg" style="height:340px; width:700px" /></p>
<p>So instead of using f(x), we replace it with f’(x<em>i</em>). Here is our visualization which the orange curve (computed from f’(x<em>i</em>)) in the top left is our new Gaussian Distribution which approximate the blue one (computed from f(x) ).</p>
<p><a href="https://jonathan-hui.medium.com/self-driving-car-tracking-cars-with-extended-and-unscented-kalman-filter-ced448fd90e2"><strong>Read More</strong></a></p>