Inverse Extended Kalman Filter -- Part II: Highly Non-Linear and Uncertain Systems. (arXiv:2208.06683v1 [math.OC])

Recent counter-adversarial system design problems have motivated the
development of inverse Bayesian filters. For example, inverse Kalman filter
(I-KF) has been recently formulated to estimate the adversary's Kalman filter
tracked estimates and hence, predict the adversary's future steps. The purpose
of this paper and the companion paper (Part I) is to address the inverse
filtering problem in non-linear systems by proposing an inverse extended Kalman
filter (I-EKF). In a companion paper (Part I), we developed the theory of I-EKF
(with …

arxiv ii linear math non-linear part systems uncertain