(i) -1

(i) -1t-1{x ,N }

(i)t

t-1{x ,N }

(i)t

i=1,...,N=10 particles

{x ,N }-1

{x ,w }(i)t-1 t-1

(i)

(i){x ,w }t

~

~

~

~ ~

~

.LikelihoodPrior

0 10 20 30 40 50 601

2

3

4

5

6

7

8

9

Time

E[x(t)]

True x PF estimate PF−EKF estimatePF−UKF estimate

0 10 20 30 40 50 6010−6

10−4

10−2

100Estimates of state covariance

time

var(x)

EKFUKF