[AMR] Start multi-sensor estimation

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2026-04-03 20:15:25 +02:00
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\subsection{Linearization}
$\vec{f}(\vec{x}) \approx \vec{f}(\vec{\overline{x}}) + \mat{J}_{\vec{f}} \big|_{x = \overline{x}}(\vec{x} - \vec{\overline{x}})$, $f'$, no vec in 1D; $\vec{\overline{x}}$ lin. p.
\shortdefinition[Jac.] $\mat{J}_{\vec{f}}$ rows for eq of $\vec{f}$ cols for vars of each eq.
Approximation using finite differences $\frac{f(\overline{x} + h) - f(\overline{x})}{h}$,\\
or central differences (vector of $\frac{\vec{f}(\vec{\overline{x}}) + h_i \vec{e_i}}{h_i}$, with $\vec{e_i}$ unit vec)