Chapter 13
Summary of Gaussian Kalman Filters
In this chapter, we will summarize some of the more important features of the Gaussian-based Kalman filters developed in Chapters 6–12. We first examine the LKF and EKF and present process flow diagrams for each. Then we address the sigma point class of Kalman filters, presenting a process flow diagram that is common to all of them. Two tables are then presented that define the sigma points and weights specific to each filter. This is followed by an assessment of the performance characteristics of each sigma point Kalman filter from the processing efficiency point of view.
