关键词: 非线性滤波, 扩展卡尔曼滤波, 雅克比矩阵, 差分线性化

Abstract: The Jocabi matrix is the key of nonlinear model’s linearization in the EKF framework.Generally，the calculation is complex and is hard to get the satisfied precision.To solve this problem，this paper introduces a kind of EKF based on difference-linearization.In this method，the calculation of Jocabi matrix is replaced by the defference-calcution between the measurement of target’s position and the one-step estimation of target’s status.This paper has the Monte Carlo simulation for the difference-linearization EKF.The result shows that this method simplifies the derivation in EKF and ensures the tracking precision.It is suitable to the engineering application.

Key words: nonlinear filtering, extended Kalman filter, Jacobi matrix, difference-linearization