Part III: State Estimation and Classical Inference
Chapter 10  [C][A]

Nonlinear and Particle Filtering

Placeholder chapter page. Sections are produced by the book-skills pipeline.

Sections

  1. 10.1 Extended Kalman filter
  2. 10.2 Unscented Kalman filter and sigma points
  3. 10.3 Particle filters and importance sampling
  4. 10.4 Resampling and degeneracy
  5. 10.5 Rao-Blackwellization
  6. 10.6 Robust and adaptive filtering
  7. 10.7 Choosing an estimator

Lab 10

track a nonlinear system with EKF, UKF, and a particle filter; compare accuracy and cost.