8-State GPS Extended Kalman Filter Simulation:
In this simulation, an aircraft is traveling east and executes a 180 degree turn to the left. As can be seen in the plot, the 8-State EKF does reasonably well in tracking the motion:





However, since the 8-state filter assumes a nominally constant velocity flight path, the deterministic turn causes the filter to lag since it treats the acceleration as noise. Significant velocity estimation errors result:




Zoomed view of the velocity error:




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