无迹卡尔曼滤波 Resources

Showing items tagged with "无迹卡尔曼滤波"

Implementation of Unscented Kalman Filter functionality with performance comparison against traditional Kalman Filter methods, including algorithm explanations and code implementation insights.

MATLAB 224 views Tagged

This research focuses on the Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), and Modified Adaptive Unscented Kalman Filter (MAUKF), investigating the fundamental principles and distinctive characteristics of each algorithm. The EKF linearizes the Kalman Filter locally, featuring simple implementation with low computational complexity, suitable for weakly nonlinear Gaussian environments. The UKF approximates the posterior probability density of the state using a set of deterministic sample points (sigma points). The MAUKF introduces a fading factor to enhance the UKF's adaptability. Implementation considerations include Jacobian matrix calculations for EKF, sigma point propagation for UKF, and adaptive weight adjustments for MAUKF.

MATLAB 243 views Tagged

This approach addresses the limitation of traditional Kalman filters in tracking nonlinear systems by utilizing a sigma point transformation method

MATLAB 234 views Tagged