扩展卡尔曼滤波与采样卡尔曼滤波性能比较

Performance Comparison Between Extended Kalman Filtering and Unscented Kalman Filtering

详细研究了卡尔曼滤波在非线性系统中的应用,在分析扩展卡尔曼滤波理论的基础上,指出了其在非线性系统应用中的缺陷,阐述了采样卡尔曼滤波(UKF)思想,通过事例和仿真说明了这种新型卡尔曼滤波理论的优越性能。

An application of Kalman filtering theory in nonlinear systems is discussed. And the flaws of extended Kalman filtering applied to nonlinear systems are pointed out. On the basis of that, the Unscented filtering theory is analyzed, and the performance between the Unscented filtering and extended Kalman filtering is compared in this paper. At the last, the Unscented filtering＇s superiority over extended Kalman filtering is validated through an example.