# What is the difference between Kalman filter and extended Kalman filter?

Category:
technology and computing
artificial intelligence

viz., control inputs and observations

**Kalman filter**estimates the state of the system optimizing a certain criteria.**Extended Kalman filter**(EKF): While the**Kalman filter**is designed for linear discrete-time dynamical system, EKF works for discrete-time nonlinear systems.

Then, what does a Kalman filter do?

The Kalman filter is an efficient recursive filter that estimates the internal state of a **linear** dynamic system from a series of noisy measurements.

**Unscented Kalman filter**is

**called**“

**Unscented**” because the team that invented it felt the Extended

**filter's**performance was “stinky” and prove a point they

**called**the better performing one “

**Unscented**”!

Similarly one may ask, what does EKF mean?

extended Kalman filter

**Kalman filters** combine two sources of information, the predicted states and noisy measurements, to produce **optimal**, unbiased estimates of system states. The **filter** is **optimal** in the sense that it minimizes the variance in the estimated states.