The unscented Kalman filter (UKF) is based on the “unscented transformation” (UT). First proposed by Julier *et al.* [1] the UT allows for the estimation of the mean and the covariance of an arbitrary analytical transformation *y* = *f*() of a random Gaussian vector with a mean value and a covariance matrix .

If *L* denotes the size of the vector , the method put forth by Julier *et al.* runs in three steps:

1) 2*L*+1 particles or σ-points [1] are generated as follows:

where (*M) _{i}* is the

2) The σ-points are transformed using function *f*:

3) The mean and ...

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