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Extended Kalman Filter Jacobian

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Sigalit
Sigalit 2014년 7월 24일
답변: John Petersen 2014년 7월 28일
Hello!
The non linearity of my EKF implementation evolves mainly from coordinate conversions (ECEF, LLA, and more). As far as I have checked, the numeric derivation of these conversions (for the sake of yielding the Jacobian) is sufficiently fast and accurate. Is there a known limitation for this numeric solution relative to the analytic one? Is it customary to use numeric derivation for EKF or is the analytic one preffered?
Thank you!

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John Petersen
John Petersen 2014년 7월 28일
I would suggest you do the coordinate conversions outside of the EKF equations. Can you stay in a local coordinate frame within the EKF equations?

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