The embodiment of the invention provides a
Kalman filter implementation method, a storage medium and an electronic device, and the method comprises the steps: obtaining and initializing a
system parameter, obtaining measurement information, calculating an effective Kalman
gain according to the measurement information and a posterior observation
noise statistic, and obtaining a
Kalman filter. Obtaining a measured probability density function according to the linear observation model and the linear property of multivariate
Gaussian distribution, calculating the expectation of posterior observation
noise distribution of sampling points obtained through importance sampling according to the probability density function, and updating the posterior observation
noise statistics, and updating a
state covariance matrix according to the effective Kalman
gain and the updated posterior observation
noise statistics, updating the state according to the updated
state covariance matrix, and repeatedly executing the steps from obtaining the measurement information to updating the
state covariance matrix until the state is converged. According to the invention, the calculation speed and the
estimation precision of the
Kalman filter can be improved.