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. 2024 Jul 25;24(15):4846. doi: 10.3390/s24154846
Algorithm 1 Iterated Extended Kalman Filter Algorithm
  •  1:

    x^0                          ▹ Define initial state

  •  2:

    P0                     ▹ Define initial state covariance

  •  3:

    fork=1 to T do

  •  4:

       x^k=f(x^k1,uk1,0)                ▹ a priori state estimate

  •  5:

       Pk=Ak1Pk1Ak1T+Q        ▹ a priori state estimate covariance

  •  6:

       x^k,1=x^k

  •  7:

       for i=1 to N do

  •  8:

         zk,i=h(x^k,i,uk,0)Hk,i(x^kx^k,i)   ▹ a priori measurement estimate

  •  9:

         Kk,i=PkHk,iT(Hk,iPkHk,iT+R)1             ▹ Kalman gain

  • 10:

         x^k,i+1=x^k+Kk,i(ykzk,i)        ▹ a posteriori state estimate

  • 11:

         Pk,i+1=(IKk,iHk,i)Pk      ▹ a posteriori state estimate covariance

  • 12:

       end for

  • 13:

    end for