ON THE EQUIVALENCE OF LINEARIZED KALMAN FILTERS
MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB
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The purpose of this note is to examine the relationships of the Kalman filters which can be used to estimate the linearized state of two different state-variable representations of the same nonlinear system. It is shown that, to within first order effects, the choice of the coordinate system for the construction of the Kalman filter is immaterial.
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