Elaborate on these two statements

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Reference no: EM131103255

Particle Filters

The extended Kalman filter and particle filter represent two different examples of nonlinear filters in the following sense:

• Derivation of the extended Kalman filter is based on a local approach under statistical distribution constraints.

• On the other hand, derivation of particle filters is based on a global approach with no statistical constraints.

Elaborate on these two statements

Reference no: EM131103255

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