Introduces the EKF for nonlinear measurement models, derives the measurement Jacobian for GPS pseudoranges, and tightly couples a five-state filter that fuses inertial propagation with GPS pseudorange measurements.
## What you'll learn 1. Distinguish between **loose-coupling** and **tight-coupling** GPS/INS integration. 2. Apply the standard linear Kalman filter when GPS provides a position measurement. 3. Explain why pseudorange measurements require an Extended Kalman Filter. 4. Compute the pseudorange Jacobian $\mathbf{H}$ from the receiver-to-satellite geometry. 5. Trace through one complete EKF predict-update cycle with GPS pseudoranges. ## In this block