High-precision inter-satellite real-time relative positioning is a key technique used in satellite formation flying. An adaptive UKF method is proposed for a scenario of double-satellite formation to determinate the inter-satellite relative position based on the measurements of dual-frequency P-code and dual-frequency carrier phase of GPS and inter-satellite distance. Simulation results show that the new method may improve the filtering stability and the estimation precision of relative position

Fundamentals of Kalman Filtering A Practical Approach Third Edition.pdf 是我从网上找的一本关于卡尔曼滤波的教材

The definitive textbook and professional reference on Kalman Filtering - fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Fundamentals of Kalman Filtering: A Practical Approach

高清PDF电子书， 关于卡尔曼滤波和小波的，经典书籍，第四版了 Kalman filtering is an optimal state estimation process applied to a dynamic system that involves random perturbations. More precisely, the Kalman filter gives a linear, unbiased, and minimum error variance recursive algorithm to optimally estimate the unknown state of a dynamic system from noisy data taken at discrete real-time. It has been widely used in many areas of industrial and government applications such as video and laser tracking systems, satellite navigation, ballistic missile trajectory estimation, radar, and fire control. With the recent development of high-speed computers, the Kalman filter has become more useful even for very complicated real-time applications. In spite of its importance, the mathematical theory of Kalman filtering and its implications are not well understood even among many applied mathematicians and engineers. In fact, most practitioners are just told what the filtering algorithms are without knowing why they work so well. One of the main objectives of this text is to disclose this mystery by presenting a fairly thorough discussion of its mathe- matical theory and applications to various elementary real-time problems

Tracking and Kalman Filtering Made Easy

书中讲述了卡尔曼滤波的原理，并在相应章节配有matlab代码。

之前一直说要上传多维CKF滤波的例子，一直没时间，这次上传的是一个多维函数，在你的仿真中直接调用运行即可，程序都是自己一个一个敲出来的，并且经过测试的。

一个BOT的四维模型，内有容积卡尔曼滤波算法(CKF)和本人所提的嵌入式容积卡尔曼滤波(ECKF)算法的比较

一个基于MFC的Kalman滤波比较程序，简化版本。包含EKF，CKF，UKF，ICKF，FCKF等Kalman滤波算法，对学习和了解Kalman滤波算法有很大帮助，对研究Kalman滤波、数据融合、图像处理、雷达算法等领域的研究生、学者也有一定的借鉴意义。 由于该程序是一个简化的版本，可能有错，请勿直接拿到项目中直接使用！不得用于任何商业用途，使用本程序时，说明出处即可自由使用！