Unscented Kalman Filter Tutorial
ence Filter, and also the Square-Root alternatives for UKF and CDKF [7]. In EKF the state distribution is propagated analytically through the first-order linearization of the nonlinear system due to which, the posterior mean and covariance could be corrupted. The UKF, which is a derivative-free alternative to EKF, overcomes this problem by using a deterministic sam- pling approach [9]. The ... ................
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