What is EKF?

EKF stands for Extended Kalman Filter. It is a nonlinear version of the Kalman filter which estimates the state of a system from a series of noisy measurements. Unlike the Kalman filter, the EKF uses linearization to deal with nonlinear system dynamics and measurement models. This is typically done using a first-order Taylor series expansion to approximate the nonlinear functions around the current estimate. It's commonly used in navigation systems, robotics, and control systems where the system dynamics or measurement models are nonlinear.