中文说明：EKF为扩展卡尔曼，卡尔曼最初提出的滤波理论只适用于线性系统,Bucy，Sunahara等人提出并研究了扩展卡尔曼滤波(Extended Kalman Filter，简称EKF)，将卡尔曼滤波理论进一步应用到非线性领域。EKF的基本思想是将非线性系统线性化，然后进行卡尔曼滤波，因此EKF是一种次优滤波。其后，多种二阶广义卡尔曼滤波方法的提出及应用进一步提高了卡尔曼滤波对非线性系统的估计性能。二阶滤波方法考虑了Taylor级数展开的二次项，因此减少了由于线性化所引起的估计误差，但大大增加了运算量，因此在实际中反而没有一阶EKF应用广泛。
English Description：
EKF Kalman, Kalman filtering theory initially proposed applies only to linear systems, Bucy,Sunahara, who presented an extended Kalman filter (Extended Kalman Filter, called EKF), further applications of Kalman filtering theory to nonlinear fields. EKF is the linearization of nonlinear systems and Kalman filtering, so the EKF is a suboptimal filter. Since then, various erjieguangyikaerman filtering method and its application to further improve the performance of Kalman filter to nonlinear system estimation. Second-order filter method considering the Taylor series expansion of the secondary items, thereby reducing the estimation error due to linearization, but greatly increases the computational and therefore lacked the first-order EKF is widely used in practice.