A new information space based estimation algorithm for nonlinear systems is presented. First, an outline of the algebraic equivalent of the Kalman filter, the Information filter, is discussed. Employing the principles used in the derivation of the extended Kalman filter (EKF), the linear information space is then extended to nonlinear information space. In this way, the extended Information filter (EIF) is derived, which is the key contribution of the paper.

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