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

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 corresp...

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Bibliographic Details

Published in:	Научный вестник МГТУ ГА
Main Author:	I. A. Kudryavtseva
Format:	Article
Language:	Russian
Published:	Moscow State Technical University of Civil Aviation 2016-12-01
Subjects:	nonlinear filtering extended kalman filter unscented kalman filter unscented particle filter sequential monte-carlo estimation
Online Access:	https://avia.mstuca.ru/jour/article/view/852