Abstract

The Extended Kalman Filter (EKF) has become a standard technique used in a number of nonlinear estimation and machine learning applications. These include estimating the state of a nonlinear dynamic system, estimating parameters for nonlinear system identification (e.g., learning the weights of a neural network), and dual estimation (e.g., the Expectation Maximization (EM) algorithm) where both states and parameters are estimated simultaneously. This paper points out the flaws in using the...

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