Performance Comparison Between Extended Kalman Filtering and Unscented Kalman Filtering

An application of Kalman filtering theory in nonlinear systems is discussed.And the flaws of extended Kalman filtering applied to nonlinear systems are pointed out.On the basis of that,the Unscented filtering theory is analyzed,and the performance between the Unscented filtering and extended Kalman filtering is compared in this paper.At the last,the Unscented filtering's superiority over extended Kalman filtering is validated through an example.