Abstract
EKF (Extended Kalman Filter) is a commonly used filtering method in nonlinear systems. UKF (Unscented Kalman Filter) is a new nonlinear filtering algorithm, and it's main characteristic is to transfer the first two moments of the state as EKF, but not to calculate the Jacobian matrix. The aim of this paper is to find that EKF and UKF filtering algorithms which is more suitable for INS (Inertial navigation system) / BDS (Beidou Positioning System) integrated navigation systems. In this paper, the basic principles and characteristics of EKF and UKF have been analyzed, and compared by an experimental. Simulation results show that UKF has the advantages of faster convergence, higher filtering precision and easier realization in INS / BDS tightly integrated navigation.
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