REKFRobust Extended Kalman Filter
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It can be easily shown that REKF reverts to EKF with [gamma] [right arrow] [infinity].
In this part, the RTUQKF algorithm will be derived based on REKF framework.
Equations (38) in timing update of REKF can be replaced by the (23)~(25) in timing update of TUQKF and the Jacobian matrix [H.sub.k] can be replaced by the method based on the following two approximations [26]: