This is the third part of the series dedicated to one of the most popular sensor de-noising technique: Kalman filters. This article will explain how to model non-linear processes to improve the filter performance, something known as the **Extended Kalman Filter**.

You can read all the tutorials in this online course here:

- Part 1. A Gentle Introduction to the Kalman Filter
- Part 2. The Mathematics of the Kalman Filter: The Kalman Gain
- Part 3. Modelling Kalman Filters: Liner Models
**Part 4: The Extended Kalman Filter: Non-Linear Models**- Part 5. Implementing the Kalman Filter đ§