i have more general question about the extended kalman filter usage. what is not clear to me why EKF uses non-linear functions f and h for state prediction and estimate, while in other places the Jacobian of these functions is used.
Why the following is never used?
first calculate the liniarized state and measurements models at previous estimate point using Jacobian. Use the liniearized state transition and measurements matrix everywhere instead of non-linear in this specific iteration.
I would really appreciate your help
I appreciate the effort, unfortunately I could not get this to work myself. I ended up having good luck with the "Real-Time Pacer for Simulink" block: