Schmidt–Kalman filter

The Schmidt-Kalman filter is an extension of the Kalman filter designed to handle situations where the system dynamics or measurement processes involve nonlinearities, particularly when the state space can be divided into linear and nonlinear components. It is typically used in scenarios where standard linear Kalman filtering is not sufficient due to the presence of nonlinear transformations. The Schmidt filter itself is often associated with the context of tracking and navigation, particularly in aerospace applications.