Problems to be solved/Todo List

[zhangbb-john]

Recently, we observed that in the case of the UKF, simply increasing the measurement covariance (e.g., for sensor A) does not entirely negate the influence of sensor A. This is because the Kalman gain matrix K reveals that some correlation exists between the state variables (e.g., position) and the measurements. We are curious to know if the same holds true for the EKF.