UKF无迹卡尔曼滤波我要分享

UKF unscented Kalman filter

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中文说明:与EKF(扩展卡尔曼滤波)不同,UKF是通过无损变换使非线性系统方程适用于线性假设下的标准Kalman滤波体系,而不是像EKF那样,通过线性化非线性函数实现递推滤波。目标跟踪有两个理论基础,即数据关联和卡尔曼滤波技术 . 由于在实际的目标跟踪中,跟踪系统的状态模型和量测模型多是非线性的,因此采用非线性滤波的方法.


English Description:

Different from EKF (Extended Kalman filter), UKF is a standard Kalman filter system which makes nonlinear system equations suitable for linear assumption by lossless transformation, rather than realizing recursive filtering by linearizing nonlinear function like EKF. There are two theoretical bases for target tracking, namely, data association and Kalman filter. In actual target tracking, the state model and measurement model of tracking system are mostly nonlinear, so the nonlinear filtering method is adopted


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