Block 7 — Extended Kalman Filter

Block 7 — Extended Kalman Filter#

Block 07~40 min1 demo

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#

Reading

Reading

Nonlinear measurement models, the Jacobian, and tight coupling.

 Flashcards

Flashcards

Click-to-reveal cards for the block's key terms and equations.

 Demo

Demo · Extended Kalman Filter

Tight-coupled 5-state EKF: fuse simulated inertial propagation with GPS pseudoranges.
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