Extended Kalman filter

An extended Kalman filter is like a GPS for robots. It can figure out where the robot is even if it doesn't know exactly where it's going or how it got there. It takes the robot's noisy measurements (like how far it's traveled or how fast it's going) and predicts where it is and how it's moving. Then it updates its predictions as it gets more information. It's useful for robots and self-driving cars, which need to know where they are and how they're moving at all times.