效果一览
文章概述
卡尔曼滤波 | Matlab实现非线性卡尔曼滤波(Nonlinear KF)
研究内容
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Nonlinear Kalman Filter
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Extended Kalman Filter
EKF uses Taylor series to linearize the system equation. -
Prediction step
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Correction Step
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Central Difference Kalman Filter(CDKF) and Unscented Kalman Filter (UKF)
Given mean and covariance, create 2 more input points that are located gamma sandard deviation away from the mean.