This zip file contains a brief illustration of principles and algorithms of both the Extended Kalman Filtering (EKF) and the Global Position System (GPS). It is designed to provide a relatively easy-to-implement EKF. It also serves as a brief introduction to the Kalman Filtering algorithms for GPS. In the example for the EKF, we provide the raw data and solution for GPS positioning using both EKF and the Least Square method.
See readme.txt for more details.