4 ms·
This appears to be a really nice writeup. However, at the end: For nonlinear systems, we use the extended Kalman filter, which works by simply linearizing the
by papaf 11y ago
This appears to be a really nice writeup. However, at the end:
For nonlinear systems, we use the extended Kalman filter, which works by simply linearizing the predictions and measurements about their mean.
I would recommend looking at an Unscented Kalman filter:
http://www.control.aau.dk/~tb/ESIF/slides/ESIF_6.pdf http://www.control.aau.dk/~tb/ESIF/slides/ESIF_6.pdf
which sucks a lot less.
- Qworg 11y agoEven better, use a Sigma Point Kalman Filter.
- papaf 11y agoThe Unscented Kalman Filter is a type of Sigma Point Kalman Filter -- I just had to look this up to be sure, but it is kind of obvious.
- Qworg 11y agoCertainly. However, if you look at the popular literature, UKF is more represented than the SPKF by far, even given its better performance on highly nonlinear systems.