I am studying about various filtering techniques for Robot pose esitimation. I came to know two very well known filter technique Kalman Filter and Extended Kalman Filter. To know about this two technique I read Probalistic Robotics books.
Kalman Filter is a technique for filtering and prediction in linear system.
Extended Kalman Filter is a technique for filtering and prediction of non-linear system.
This two definitions are not very clear to me. So I googled the term linear and non-linear system
Linear System- A linear system is a mathematical model of a system based on the use of a linear operator.
Non-Linear System: In mathematics and physical sciences, a non-linear system is a system in which the change of the output is not proportional to the change of the input.
Now both definitions are very fishy for me. They are the well structured definition but not very efficient for mobile robot.
Can any one guide me about linear and nonlinear system from scratch or from naive level. I want to know this term in concept of Mobile Robotics and Kalman filter and extended Kalman filter. Any practical example is most welcome.