7.2 Multidimensional Consideration
For multidimensional functions with multidimensional arguments, the state prediction integrals for are given by (5.51)–(5.57). In both the linear Kalman filter and the one-dimensional EKF it is obvious from (6.3) and (7.23) that the deterministic control function un is additive for the state prediction and does not appear in any of the remaining filter equations. So, for what follows, we will ignore un and add it back in if it is needed for the case studies.
It follows immediately that (7.30) can be rewritten as
7.2.1 The State Prediction Equation