Description: 学习扩展卡尔曼滤波气的基本文件，可以随便下载并讨论-This is a tutorial on nonlinear extended Kalman filter (EKF). It uses the standard EKF fomulation to achieve nonlinear state estimation. Inside, it uses the complex step Jacobian to linearize the nonlinear dynamic system. The linearized matrices are then used in the Kalman filter calculation. Platform: |
Size: 55296 |
Author:tongliang |
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Description: 扩展卡尔曼滤波算法是目前最常用的非线性滤波算法之一，其核心思想就是将非线性模型线性化后，然后采用标准的卡尔曼滤波算法进行迭代滤波，这是一种最基本的解决非线性滤波问题的方法，目前在目标跟踪领域得到了广泛的运用。-Extended Kalman filter is the most commonly used one of nonlinear filtering algorithm, the core idea is that the nonlinear model is linearized, and then apply the standard Kalman filtering algorithm to filter, which is one of the most solve the basic problem of nonlinear filtering methods, the current target tracking has been widely used. Platform: |
Size: 1024 |
Author:zyz |
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Description: 非线性扩展卡尔曼滤波算法的matlab程序-Description:This is a tutorial on nonlinear extended Kalman filter (EKF).
It uses the standard EKF fomulation to achieve nonlinear state estimation.
Inside, it uses the complex step Jacobian to linearize the nonlinear dynamic system.
The linearized matrices are then used in the Kalman filter calculation.
The complex step differentiation seems improving the EKF performance particularly in accuracy
such that the optimization and NN training through the EKF are better than through the UKF Platform: |
Size: 5120 |
Author:窦贤明 |
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Description: 扩展卡尔曼滤波可通过将非线性系统在其参考点处作泰勒级数展开，取其一阶线性部分作为该非线性模型的逼近，从而得到非线性系统在当前时刻的线性化描述。(Extended Kalman filter (EKF) can get the linearized description of the nonlinear system at the current time by expanding the nonlinear system with Taylor series at its reference point and taking the first-order linear part as the approximation of the nonlinear model.) Platform: |
Size: 9216 |
Author:Hamster_727 |
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Search - linearized kalman filter