Extended kalman filter for linear system I studied about Kalman filter(KF) for about a week. And I understand that Kalman filter(KF) is suitable for linear system and extended Kalman filter(EKF) can be used for nonlinear system. However, I wonder if extended Kalman filter(EKF) can be used for linear system. I understand that Kalman filter(KF) would be okay for the linear system. But I wonder if there's logical error of using the extended Kalman filter(EKF) for linear system.
the word "extended" might suggest you that EKF is a generalization of the result developed for the linear case. Hence the EKF applied to a linear system reduces to the standard KF.