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This lecture covers the Extended Kalman Filter (EKF) applied to motion prediction in 2D scenarios, focusing on the prediction and correction steps using Inertial Navigation Systems (INS) and Global Positioning Systems (GPS). The instructor explains the challenges of predicting motion in 2D environments and the mathematical solutions involved, such as solving Ordinary Differential Equations (ODE). Various perturbations and corrections are discussed, emphasizing the importance of accurate predictions for navigation applications.