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Math Help - Non-linear process model with Linear measurement model

  1. #1
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    Non-linear process model with Linear measurement model

    Apologies if this has already been answered... I couldn't find the answer, though I am sure it exists somewhere.

    Take a Kalman Filter for example. If I have a non-linear process model, which I will use either an EKF or a UKF to predict, but I have measurements that can be assumed linear wrt the current state, how do I proceed? Can I use a direct KF for the correction phase?

    Thanks

    -Phil
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by phil0stine View Post
    Apologies if this has already been answered... I couldn't find the answer, though I am sure it exists somewhere.

    Take a Kalman Filter for example. If I have a non-linear process model, which I will use either an EKF or a UKF to predict, but I have measurements that can be assumed linear wrt the current state, how do I proceed? Can I use a direct KF for the correction phase?

    Thanks

    -Phil
    The process model only effects the propagation, the update is still linear.

    CB
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