UKF and EKF Simulation Comparison with Code Implementation

This documentation presents simulation comparison code implementations for both Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF). The code generates comprehensive visualizations including state estimation trajectories and covariance evolution plots for each system state. The implementation demonstrates key algorithmic differences - UKF uses sigma point transformation to handle nonlinear systems without linearization, while EKF employs first-order Taylor series approximation for nonlinear state transitions. Detailed instructions are provided for code usage, parameter configuration, and customization options to adapt the filters to specific application requirements. The comparative analysis enables better understanding of both filters' performance characteristics, assisting in selecting the appropriate filtering approach for target applications. The code structure includes modular functions for system dynamics, measurement models, and filter initialization, allowing straightforward modification of system parameters and noise characteristics.