Nonlinear State Estimation Based on Iterated Unscented Kalman Filter

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Summary

IUKF can improve the accuracy of non-linear approximation without increasing the complexity of calculation, so it has better performance than the standard EKF and UKF with similar computation burden.

Type
article
Published
2010-01-01
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Keywords

Unscented transform, Extended Kalman filter, Kalman filter, Iterated function, Invariant extended Kalman filter

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