中文说明：无迹卡尔曼滤波和扩展卡尔曼滤波的matlab仿真程序主要对扩展卡尔曼滤波（ekf）、无迹卡尔曼滤波（ukf）及改进无迹卡尔曼滤波（MAUKF）算法进行研究，研究了三种算法的基本原理和各自的特点。其中扩展卡尔曼滤波器是将卡尔曼滤波器局部线性化，其算法简单，计算量小，适用于弱非线性、高斯环境。无迹卡尔曼滤波器是用一系列确定样本来逼近状态的后验概率密度
English Description：
The MATLAB simulation program of Unscented Kalman filter and extended Kalman filter mainly studies the extended Kalman filter (EKF), unscented Kalman filter (UKF) and improved unscented Kalman filter (maukf) algorithm, and studies the basic principles and respective characteristics of the three algorithms. The extended Kalman filter linearizes the Kalman filter locally. The algorithm is simple and the amount of calculation is small. It is suitable for weak nonlinear and Gaussian environment. Unscented Kalman filter uses a series of determined samples to approximate the posterior probability density of the state