This is a demo for the performance comparison of different kinds of Kalman filters. All rights reserved by Xin-Chun Zhang. It can be compiled by Visual Studio 2010 and 2012. And the complied executable file can be downloaded via http://download.csdn.net/detail/irving8/5634877. If there is any question, please don't hesiate to contact me! My personal e-mail address is : irving_zhang@163.com.

Of course, you are suggested to read the following articles for better understanding of Kalman filtering algorithms:

[1] X. C. Zhang, C. J. Guo, "Cubature Kalman filters: Derivation and extension," Chinses Physics B, vol.22, no.12, 128401, DOI: 10.1088/1674-1056/22/12/128401

[2] X. C. Zhang, Y. L. Teng, "A new derivation of the cubature Kalman filters," Asian Journal of Control, vol. 16, no.5, pp. 1501–1510, DOI: 10.1002/asjc.926

[3] X. C. Zhang, "Cubature information filters using high-degree and embedded cubature rules," Circuits, Systems, and Signal Processing,vol.33, no.6, pp.1799-1818, DOI: 10.1007/s00034-013-9730-0