Is the H matrix in a Kalman Filter essentially just a Jacobian matrix?
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Answer:
In a regular Kalman filter, H is the linear model (matrix). In an extended Kalman filter, the model is a non-linear function h(). In that case, H is the local derivative: H = dh/d(params) at the local point (parmaters are the current estimates). In the case of multiple measurement and parameters, it is indeed a Jacobian matrix.
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