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Kalman Filter is an extremely effective and versatile procedure for combining noisy sensor outputs to estimate the state of a system with uncertain dynamics . In this paper, the algorithm of UFK(Unscented Kalman Filter ) is developed. By simulated experiment, EKF(Extended Kalman Filter ),UKF without and with GPS latency compensation are compared. In result,the UKF algorithm is unbiased and minimum...
Analysis the reason of divergence phenomenon for Kalman filter based on balloon height problem. Put forward a corresponding solution for the research outcome and devote it into practical application. Get the expectation value by derivation.
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