11.2 One-Dimensional Gauss–Hermite Kalman Filter
For one dimension, (11.4) becomes
where
(11.53)
or
Using (11.49) in (11.54) yields the one-dimensional Gauss–Hermite sigma points
(11.55)
In addition, we can write
(11.56)
and (11.52) now becomes
and finally, because the integral over the density function equals one, (11.57) reduces to
Using (11.58), the one-dimensional state prediction equation (5.51) now becomes
where
(11.60)
with
(11.61)
For the one-dimensional ...
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