对目前非线性滤波的主要算法即扩展卡尔曼滤波、不敏卡尔曼滤波、粒子滤波、扩展卡尔曼粒子滤波和不敏粒子滤波的滤波模型、适用条件、性能进行了分析比较，给出了每种方法的计算复杂度．通过一个非线性非高斯模型进行了仿真，验证了这些算法的性能。-Present the main algorithms of the nonlinear filtering extended Kalman filter, Unscented Kalman filter, particle filter, particle filt

在MATLAB仿真软件中实现卡尔曼滤波器，包含一些示例与案例，可供需要卡尔曼滤波的下载(
  The Kalman Filter is an estimator for what is called the linear-quadratic problem, which is the problem of estimating the instantaneous "state".)