In the Extended Kalman Filter (EKF), only the first‐order term of the Taylor series is employed. Hence, the nonlinearities in the system dynamics are not fully considered. In the proposed method, to overcome this drawback, the higher‐order terms of the Taylor series are considered and a new filter, based on the Modal series, is designed. In this paper, based on the Modal series and careful approximations, a nonlinear filter is converted to a series of linear filters, and the extracted filter is named the Modal Kalman Filter (MKF). The efficiency and advantage of MKF are analytically proven and its applicability examined with some simulations.

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