Unscented Kalman Filter
Parent: General Kalman Filter
Source: Scaradozzi 2018 SLAM application in surgery
- developed to overcome main problems of the EKF
- like EKF, approximates the state distribution with a Gaussian Random Variable
- only the representation is different—using alpha points (a minimal set of sample points)
- capture posterior mean and covariance accurately for any nonlinearity, up to3rd order Taylor