Nonlinear state estimation, indistinguishable states, and the extended Kalman filter
For estimating on states of nonlinear systems, the gradient descent filter (GDF) is introduced and compared with the widely used extended Kalman filter (EKF). It is found, that GDF performs better when observational noise is large. However, EKF performs better when there is a low level of the observational noise and a high level of dynamic noise.
scientific article; zbMATH DE number 1969777