Description: Kalman filter used in optimization of discrete linear systems prediction and measurement equations of the system, but only consider a simple linear relationship, that the prediction equation linearization, the mean and variance of the variables only linear operator, then when the nonlinear prediction equation of how to calculate the variance of the predictive value? UKF is to study and solve such a nonlinear relationship.
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无迹滤波仿真(UKF扩展卡尔曼).doc
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