Unscented Kalman Filter

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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