Extended Kalman Filter (EKF) Linearization of Non Linear Functions
We can't use the initial linearized-model of non-linear system again and again in each iteration because linear-model approximates the nonlinear model only around some small neighbourhood of the starting point. In other words, linear model is good(i-e approximates the nonlinear model) only around some small-interval around the point. As, we need to estimate the current state again and again, if we don't linearlize the non-linear model around the current estimate in each iteration, we would we getting worse and worse (in terms of linear model) and consequently we will no longer correctly estimate the state.