Description: onlinear state estimation is a challenge problem. The well-known Kalman Filter is only suitable for linear systems.
The Extended Kalman Filter (EKF) has become a standarded formulation for nonlinear state estimation.
However, it may cause significant error for highly nonlinear systems because of the propagation of uncertainty through the nonlinear system.
The Unscented Kalman Filter (UKF) is a novel development in the field
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File list (Check if you may need any files):
UKF\UKF_Figure1.tif
...\UKF_Main.m
...\UnscentedTrans.m
...\sigmas.m
...\ukf.m
UKF
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