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2.8. The Extended Kalman Filter (EKF)
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We have seen the gridlocalization, and the advantage of this approach is that we can dealwith any kind of probability distribution; in particular wedon't need to do a Gaussian assumption. The drawback is that thesolution becomes very expensive.
There exists another solutionthat is the Kalman filter, this is a completely different solutionbecause it is a totally analytical solution.
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