Motion Prediction: EKF with Inertial

This lecture covers the use of Extended Kalman Filter (EKF) for motion prediction in 2D scenarios, combining inertial navigation systems (INS) and GPS data. The instructor explains the perturbation of ordinary differential equations (ODE) for motion prediction, the correction process using GPS, and the integration of inertial sensors. The lecture also delves into the augmentation for time-correlated errors and the evolution of state and error states in the system.