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sfwa / ukf

Unscented Kalman Filter library for state and parameter estimation
http://au.tono.my/log/20130531-kalman-filter.html
MIT License
461 stars 172 forks source link

Request for CKF. #41

Closed ljgdasfhk closed 6 years ago

ljgdasfhk commented 6 years ago

Hello. Do you have any plans to implement 3-CKF or 5-CKF. For example as in https://github.com/irvingzhang/KalmanFiltering https://github.com/haransll/Lidar_Radar_Tracking_using_CKF https://github.com/korken89/Comparison-of-UKF-CKF-EKF https://github.com/Piyush3dB/ckf-matlab

danieldyer commented 6 years ago

Hi,

I don't currently have any plans to implement a CKF. From the papers I've read, it doesn't seem to offer a compelling performance advantage over the UKF for a given amount of computational resources. Also, both filters are derivative-free, so that's not a reason to choose a CKF over a UKF.

Having said that, I'd be very interested if you can link me to any research or point out an application where the CKF might have a significant advantage over the UKF.