  The objective is to investigate the advantages and performance of Extended
Kalman Filter for the estimation of non-linear system where linearization takes
place about a trajectory that was continually updated with the state estimates
resulting from the measurement. Here tactile ballistic missile Re-entry problem
is taken as a nonlinear system model and Extended Kalman Filter technique is
used to estimate the positions and velocities at the X and Y direction at
different values of ballistic coefficients. The result shows that the method
gives better estimation with the increase of ballistic coefficient.
