. 2023 Mar 10;23(6):3028. doi: 10.3390/s23063028

Table 1.

The standard notation used for the extended Kalman filter.

Notation	Name	Dimensions
$x$	State vector	$n_{x} \times 1$
$z$	Output vector	$n_{z} \times 1$
F	State transition matrix	$n_{x} \times n_{x}$
$u$	Input variable	$n_{u} \times 1$
G	Matrix control	$n_{x} \times n_{u}$
P	Estimation of uncertainty	$n_{x} \times n_{x}$
Q	Uncertainty on process noise	$n_{x} \times n_{x}$
R	Uncertainty of measurements	$n_{z} \times n_{z}$
$w$	Process noise vector	$n_{x} \times 1$
$v$	Measurement noise vector	$n_{z} \times 1$
H	Observation matrix	$n_{z} \times n_{x}$
K	Kalman gain	$n_{x} \times n_{z}$
n	Discrete time index	–