The paper contains algorithms for solving the problem of nonlinear filtering. The nonlinear approximate filters presented are: the extended Kalman filter (EKF), the uncented Kalman filter (UKF) and unscented Particle Filter (UPF). The flow-charts for the listed algorithms are presented and a corresponding software complex based on these algorithms is developed. Using this complex a number of worked-out numerical simulations for both linear and nonlinear models are resulted.


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    Title :

    EFFICIENCY ANALYSIS OF EXTENDED KALMAN FILTERING, UNSCENTED KALMAN FILTERING AND UNSCENTED PARTICLE FILTERING


    Contributors:


    Publication date :

    2016



    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    Unknown




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