Kalman Filters

个人能力有限，若有错误请批评指正！ 转载请标明出处：http://www.cnblogs.com/wenhust/   内容说明 本文内容整理自Youtube上MATLAB发布的《Understanding Kalman Filters》专辑(https://www.youtube.com/watch?v=mwn8xhgNpFY)，该专辑通俗易懂地介绍了各种Kalman Filters的应用特点。   Kalman Filters   Extended Kalman Filters   Drawbacks to Using Extended Kalman Filters (EKFs): * It is difficult to calculate the Jacobians (if they need to be found analytically) * There is a high computational cost (if the Jacobians can be found numerically) * EKF only works on systems that have a differentiable model * EKF is not optimal if the system is highly nonlinear   Unscented Kalman Filters   各种滤波器的特点