A Brief Tutorial On Recursive Estimation: Examples From Intelligent Vehicle Applications (Part III)
Résumé
This is the third article of the series "A brief tutorial on recursive estimation: Examples from intelligent vehicle applications". In this article, we focus on the problem of how to handle model nonlinearity (concerning both the system model and the measurement model) in recursive estimation. We will review an important variant of the KF, i.e. the unscented Kalman filter (UKF), which is dedicated to nonlinear estimation problems.
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