How do you apply Kalman filter to a non-linear system

I linearized the non linear system and designed a Kalman filter. Now I want to apply this filter to the non linear system. Since there is no transfer function or A,B,C,D state space matrices, I don't know how to do it.

Answer 1

[John Petersen]

Use Extended Kalman filter. For predict equations, leave it non-linear. Use linearized equations for calculating K and updating P.