扩展卡尔曼滤波(EKF)算法的matlab程序，包括UKF，PF性能的比较，滤波方差的比较-Extended Kalman filter (EKF) algorithm matlab procedures, including UKF, PF performance comparison, filtering variance comparison

The extended Kalman filter (EKF) has been widely used as a nonlinear filtering method for radar tracking problems. However, it has been found that in case cross-range measurement errors of the target position are large, the performance of the

自主导航系统中以卡尔曼滤波算法及其衍生算 法如扩展卡尔曼滤波、无迹卡尔 曼滤波、容积卡尔曼滤波 、鲁棒滤波或粒子滤波 等为信息处理的核心。-Autonomous navigation system with kalman filter algorithm and its derivatives Method such as extended kalman filtering, no trace, Carl Kalman filter, filtering, volume

卡尔曼滤波原理及应用—MATLAB仿真主要介绍数字信号处理中的卡尔曼（Kalman）滤波算法及在相关领域应用。全书共7章。第1章为绪论。第2章介绍MATLAB算法仿真的编程基础。第3章介绍线性Kalman滤波。第4章讨论扩展Kalman滤波，并介绍其在目标跟踪和制导领域的应用和算法仿真。第5章介绍UKF滤波算法，同时也给出其应用领域内的算法仿真实例。第6章介绍了交互多模型Kalman滤波算法。第7章介绍Simulink环境下，如何通过模块库和S函数构建Kalman滤波器，并给出了系统是线性和非线