Present the main algorithms of the nonlinear filtering extended Kalman filter, Unscented Kalman filter, particle filter, particle filter and insensitive extended Kalman filter model of particle filter, the suitable conditions, performance is analyzed and compared, given computational complexity of each method. Through a nonlinear non-Gaussian model was simulated to verify the performance of these algorithms.

非线性滤波算法的性能分析.pdf

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