Estimation precision comparison of Cubature Kalman filter and Unscented Kalman filter
Feng Jie Sun, Lijun Tang · Kongzhi yu juece · 2013
In order to select the appropriate filtering method from the UKF and CKF for the different dimensions nonlinear systems estimation,the two filters are analyzed and compared through the Taylor expansion of function and the numerical stability.Due to the different dimension,the captured high-order item degree of function Taylor expansion and the numerical stability are different to appear different filter precisions,so that the filter choice ways of different dimension are acquired.Simulation results show the correctness of with the theoretical analysis.