Extended Kalman Filter Based on Generalized Interval Probability

Extended Kalman Filter Based on Generalized Interval Probability
Description:

Explain the Interval Probability; Generalized Interval; Generalized Interval Probability
and how to apply it to States/System Error Covariance (Q) and Measuement Error
Covariance (R)

Show how it can improve the estimation applying Extended Kalman Filter and how the
upper and lower bound of probability can be useful to improve the filter and reduce
the estimation errors-