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Posterior Linearization Filter: Principles and Implementation Using Sigma Points

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Figure

Figure 2: Measurement function and the PrLF and PLF approximations.We plot the linearisations in the 2σ-regions of the PDF that was used inSLR
Figure 3: Posterior and the PrLF and PLF approximations. As the PrLFlinearisation of h(·) is not accurate, the PrLF approximation is inaccurate.On the contrary, the PLF provides a quite accurate approximation.
Figure 4: Illustration of IPLF. The true posterior is shown in blue, theprior in black, the PrLF posterior approximation in green and 3 moreiterations of the IPLF in red
Table I: Measurement noise parameters
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