Interval Extended Kalman Filter—Application to Underwater Localization and Control

The extended Kalman filter has been shown to be a precise method for nonlinear state estimation and is the facto standard in navigation systems. However, if initial estimated far from true one, may diverge, mainly due an inconsistent linearization. Moreover, interval filters guarantee robust reliable, yet unprecise discontinuous localization. This paper proposes choose point by method, as linearization of filter. We will show that this combination allows us get higher level integrity