Comparative Analysis of Filtering Algorithms: EKF, UKF, PF, PFEKF, and PFUKF on a Common Problem
This demonstration compares the performance characteristics of five filtering algorithms - Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), Particle Filter (PF), and their hybrid variants (PFEKF and PFUKF) - when applied to the same estimation problem, with implementation insights for each approach.