<p>https://blog.csdn.net/Young_Gy/article/details/78468153</p>
<p><span style="font-family:'-apple-system', 'SF UI Text', Arial, 'PingFang SC', 'Hiragino Sans GB', 'Microsoft YaHei', 'WenQuanYi Micro Hei', sans-serif, SimHei, SimSun;background-color:rgb(255,255,255);">Extended Kalman Filter（扩展卡尔曼滤波）是卡尔曼滤波的非线性版本。在状态转移方程确定的情况下，EKF已经成为了非线性系统状态估计的事实标准。本文将简要介绍EKF，并介绍其在无人驾驶多传感器融合上的应用。</span></p>
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<p><img alt="这里写图片描述" src="https://beijingoptbbs.oss-cn-beijing.aliyuncs.com/cs/5606289-9fba30693218bcdc36ce208e21249b9b" style="border:0px;margin-top:24px;margin-bottom:24px;" title=""></p>
<h1 style="font-family:'PingFang SC', 'Microsoft YaHei', SimHei, Arial, SimSun;padding:0px;"><a style="margin:0px;padding:0px;font-weight:400;"></a>KF与EKF</h1>
<p>本文假定读者已熟悉KF，若不熟悉请参考<a href="http://blog.csdn.net/young_gy/article/details/78177291" style="margin:0px;padding:0px;">卡尔曼滤波简介</a>。</p>
<p>KF与EKF的区别如下：</p>
<ol style="list-style:none;"><li style="margin-right:0px;margin-bottom:0px;padding:0px;">预测未来：<span class="MathJax" style="margin:0px;padding:0px;line-height:normal;font-size:16px;word-spacing:normal;white-space:nowrap;float:none;min-width:0px;min-height:0px;border:0px;"><span class="math" style="margin:0px;padding:0px;border:0px;vertical-align:0px;width:6.781em;"><span style="margin:0px;padding:0px;border:0px;vertical-align:0px;width:5.192em;height:0px;font-size:20.8px;"><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;"><span class="mrow" style="margin:0px;padding:0px;border:0px;vertical-align:0px;"><span class="msup" style="margin:0px;padding:0px;border:0px;vertical-align:0px;"><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;width:.841em;height:0px;"><span style="margin:0px;padding:0px;border:0px;vertical-align:0px;"><span class="mi" style="margin:0px;padding:0px;border:0px;vertical-align:0px;font-family:'MathJax_Math-italic';">x</span><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;width:0px;height:3.99em;"></span></span><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;"><span class="mo" style="margin:0px;padding:0px;border:0px;vertical-align:0px;font-size:14.7056px;font-family:'MathJax_Main';">′</span><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;width:0px;height:3.99em;"></span></span></span></span><span class="mo" style="margin:0px;padding:0px 0px 0px .278em;border:0px;vertical-align:0px;font-family:'MathJax_Main';">=</span><span class="mi" style="margin:0px;padding:0px 0px 0px .278em;border:0px;vertical-align:0px;font-family:'MathJax_Math-italic';">F<span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;height:1px;width:.106em;"></span></span><span class="mi" style="margin:0px;padding:0px;border:0px;vertical-align:0px;font-family:'MathJax_Math-italic';">x</span><span class="mo" style="margin:0px;padding:0px 0px 0px .222em;border:0px;vertical-align:0px;font-family:'MathJax_Main';">+</span><span class="mi" style="margin:0px;padding:0px 0px 0px .222em;border:0px transparent;vertical-align:0px;font-family:'MathJax_Math-italic';">u</span></span><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;width:0px;height:2.212em;"></span></span></span><span style="margin:0px;padding:0px;border-width:0px;border-left-style:solid;vertical-align:-.169em;width:0px;height:1.218em;border-top-color:transparent;border-right-color:transparent;border-bottom-color:transparent;"></span></span><span class="MJX_Assistive_MathML" style="margin:0px;padding:0px;border:0px;vertical-align:0px;height:1px;width:1px;">x′=Fx+u</span></span>用<span class="MathJax" style="margin:0px;padding:0px;line-height:normal;font-size:16px;word-spacing:normal;white-space:nowrap;float:none;min-width:0px;min-height:0px;border:0px;"><span class="math" style="margin:0px;padding:0px;border:0px;vertical-align:0px;width:6.541em;"><span style="margin:0px;padding:0px;border:0px;vertical-align:0px;width:5em;height:0px;font-size:20.8px;"><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;"><span class="mrow" style="margin:0px;padding:0px;border:0px;vertical-align:0px;"><span class="msup" style="margin:0px;padding:0px;border:0px;vertical-align:0px;"><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;width:.841em;height:0px;"><span style="margin:0px;padding:0px;border:0px;vertical-align:0px;"><span class="mi" style="margin:0px;padding:0px;border:0px;vertical-align:0px;font-family:'MathJax_Math-italic';">x</span><span style="margin:0px;padding:0px;border:0px transparent;vertical-align:0px;width:0px;height:3.99em;"></span> |
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