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内容说明
本文内容整理自Youtube上MATLAB发布的《Understanding Kalman Filters》专辑(https://www.youtube.com/watch?v=mwn8xhgNpFY)，该专辑通俗易懂地介绍了各种Kalman Filters的应用特点。
Kalman Filters
Extended Kalman Filters
Drawbacks to Using Extended Kalman Filters (EKFs):
* It is difficult to calculate the Jacobians (if they need to be found analytically)
* There is a high computational cost (if the Jacobians can be found numerically)
* EKF only works on systems that have a differentiable model
* EKF is not optimal if the system is highly nonlinear
Unscented Kalman Filters
各种滤波器的特点
