"Unscented kalman filter (UKF) is a special type of kalman filter which performs better than a "Simple Kalman Filter (SKF)" or an "Extended Kalman Filter (EKF)" for non-linear systems. The UKF uses a "Unscented Transform" to pick a few sample points around the mean to propagate in later iterations instead of linearly propagating the whole gaussian probability space. As a result the UKF reflects the mean and covariance more correctly.
Created
December 18, 2015 13:39
-
-
Save pranaypratyush/6ed27b575d5c806335f1 to your computer and use it in GitHub Desktop.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment