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Unscented Kalman filter (UKF) is a class of nonlinear filtering methods based on unscented transform within the Kalman filter framework. It is in light of the intuition that to approximate a probability distribution by a set of deterministic samples is easier than to approximate an arbitrary nonlinear transform. The key factors of UKF-the scalar, the state variable dimensions and the noises involved...
Unscented Kalman filter (UKF) using augmented state for the nonlinear dynamic systems in the presence of additive process and measurement noises is addressed. There are two alternative versions of UKF in which the system state may be augmented or not be augmented by the process and measurement noises. It was reported that the augmented UKF has better performance for dynamic systems than the nonaugmented...
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