Comparison of Kalman Filter Estimation Approaches for State Space Models with Nonlinear Measurements


The Extended Kalman Filter (EKF) has long been the de-facto standard for nonlinear state space estimation [11], primarily due to its simplicity, robustness and suitability for realtime implementations. However, an alternative approach has emerged over the last few years, namely the unscented Kalman filter (UKF). This filter claims both higher accuracy and… (More)


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