Knowing the non-linear observation equations does not give you a clue on how to solve the associated estimation problem. In this video, the principle of linearisation will be explained, as well the iterative procedure needed to solve the linearised estimation problem.

In this video you will be referred to a note on Taylor series approximation. This note is available in the Pre-knowledge Mathematics module and called Taylor approximation.

Furthermore, it will be useful to review the parts on Multivariate functions and Partial Derivatives, and on the Jacobian Matrix.