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Documentation Help Center. A trackingEKF object is a discrete-time extended Kalman filter used to track the positions and velocities of target platforms. A Kalman filter is a recursive algorithm for estimating the evolving state of a process when measurements are made on the process. The extended Kalman filter can model the evolution of a state when the state follows a nonlinear motion model, when the measurements are nonlinear functions of the state, or when both conditions apply.

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