Can I implement Extended Kalman Filter for a linear sensor fusion?

Hi!

I have a linear Sensors fusion, can I implement extended kalman filter for a linear system?

Thank you!

Answer 1

[Amrtanshu Raj]

Hi,

The major difference between the Kalman Filter and Extended Kalman Filter is that Kalman Filter is applicable for a discrete time linear function whereas an Extended Kalman Filter is applicable for a discreate time non-linear function.

You can refer to this example for state estimation and using sensor fusion for a linear system using the Kalman Filter.