Analysis of Performances on Nonlinear Filtering Algorithms
Shouyong Wang · 2010
The filtering model,applied condition and performance of the current nonlinear filtering algorithms including extended Kalman filter,unscented Kalman filter,particle filter,extended Kalman particle filter and unscented particle filter were analyzed and compared,and the computation complexity of each algorithm given. Finally,the performance of algorithms was verified by simulating a nonlinear Guassian model.