扩展卡尔曼滤波/ Extended Kalman Filter(EKF)
This is a sensor fusion localization with Extended Kalman Filter(EKF).
The blue line is true trajectory, the black line is dead reckoning trajectory,
the green point is positioning observation (ex. GPS), and the red line is estimated trajectory with EKF.
The red ellipse is estimated covariance ellipse with EKF.