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Improved-kalman-filtering-algorithm

于 2016-08-17 发布 文件大小:3KB
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代码说明:

  主要对扩展卡尔曼滤波(EKF)、无迹卡尔曼滤波(UKF)及改进无迹卡尔曼滤波(MAUKF)算法进行研究,研究了三种算法的基本原理和各自的特点。其中扩展卡尔曼滤波器是将卡尔曼滤波器局部线性化,其算法简单,计算量小,适用于弱非线性、高斯环境。无迹卡尔曼滤波器是用一系列确定样本来逼近状态的后验概率密度。改进无迹卡尔曼滤波算法在UKF的基础上引入衰减因子。(Improved Kalman filtering algorithm)

文件列表:

卡尔曼算法的改进程序
....................\ekf_ukf_maukf.m,9630,2010-05-26
....................\说明.txt,336,2016-08-17

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