Let us choose the normalization with *A+C=1* (see Sect.4.1). The state vector
can now be defined as:

The measurement vector is: . As the conic parameters are the same for all points, we have the following simple system equation:

and the noise term is zero. The observation function is

In order to apply the extended Kalman filter, we need to compute the derivative of with respect to and that with respect to , which are given by

Thu Feb 8 11:42:20 MET 1996