12.1 The Monte Carlo Kalman Filter
The MCKF process is summarized in Table 12.1.
Table 12.1 Multidimensional Spherical Simplex Kalman Filter Process.
| Step 1. | Filter initialization: | Set  |
Initialize  and  |
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 |
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| Step 2. | Generate samples |  |
| State vector prediction: |  j = 1, . . . , Ns |
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 |
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 |
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 |
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| Step 3. | Generate samples |  |
| Observation-related prediction: |  |
|
| Step ... |
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