Introduction - If you have any usage issues, please Google them yourself
This non-Gaussian for nonlinear problems, an improved extended Kalman filter (NIEKF) the new method. The method of iterative filtering theory is introduced to the extended Kalman filter method, the effective measurement of repeated use of the new information, also using Levenberg-Marquardt method to adjust the covariance matrix of prediction algorithm to ensure global convergence. Experimental results show that the proposed method has higher estimation accuracy, is a high efficiency, good performance tracking methods.