Unscented Filtering from Delayed Observations with Correlated Noises

Table 1

Mean of RMSE_k for the proposed unscented filter (UF) and the extended Kalman filter (EKF) when p =0.3,0.5,0.7,0.9 and 𝑆=0.7,0.9.

	𝑆=0.7		𝑆=0.9
	𝐸𝐾𝐹	𝑈𝐹	𝐸𝐾𝐹	𝑈𝐹
𝑝=0.3	0.171999	0.171981	0.156515	0.146600
𝑝=0.5	0.192260	0.185108	0.186523	0.168968
𝑝=0.7	0.209041	0.194751	0.211315	0.183530
𝑝=0.9	0.224603	0.202314	0.233059	0.195062