Extended Kalman Filter Explained with Python Code

In the following code, I have implemented an Extended Kalman Filter for modeling the movement of a car with constant turn rate and velocity. The code is mainly based on this work (I did some bug fixing and some adaptation such that the code runs similar to the Kalman filter that I have earlier implemented).

Extended Kalman filter

Trajectory of the car, click on the image for large scale



References: [1] [2] [3] [4] [5]

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deb0ch
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Hi, first of all thank you for you amazing video series that is helping me so much understanding the Kalman filter !

In this video, what is the C function and Ck matrix at the end, in the Update State equations ?