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Comparing of accuracy of nonlinear filtering in extended Kalman filter and in unscented filter

Keywords:

R.S. Kulikov – Ph. D. (Eng.), Associate Professor, Department of Radio Systems, «National Research University «MPEI» (Moscow) E-mail: coolicoff@gmail.com


In the article the accuracy of wide used nonlinear filter (the extended Kalman filter) is compared with the accuracy of the new one (the unscented filter). It is concluded that unscented filter is more accurate, if the sampling time is strongly increased. Extended Kalman filter loses its effectiveness with a significant increase in regulation time. Linear approximation of nonlinearity, used in the extended Kalman filter, becomes rougher with increasing regulatory period.
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May 29, 2020

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