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The Extended Kalman Filter

The repository impliments Extended Kalman filter algorithm for a non-linear system given observations from a radar. The description for the system, EKF algorithm and simulation steps can be found in the report

Working and results

The Filter tracks a non-linear object given the range and angle of the object obtained from the Radar. The results of the filter are given in the figure below:

EKF results

Contribution

In order to contribute to this project, you can go through the report/report.tex and suggest changes to the respective functions by creating a pull request.