Bayes Algorithm with Iterative Differential Correction for Nonlinear Systems
Eli Brookner DSc · 1998
In Chapter 17 the technique for linearizing the nonlinear observation equations and dynamics target equations in order to apply the recursive Kalman and Bayes filters is detailed. The application of these linearizations to a nonlinear problem in order to handle the Kalman filter is called the extended Kalman filter. It is also the filter Swerling originally developed (without the target process noise). The Chapter 16 application of the tracking of a ballistic projectile through the atmosphere is again used as an example.