Covariance based uncertainty analysis with unscented transformation
Савин Александр Александрович, Vladimir G. Guba, Benjamin D. Maxson · 2013
Application of the unscented transformation (UT) and higher order unscented transformation (HOUT) are considered for uncertainty analysis. Using the principle that a set of discretely sampled points can be used to calculate mean and covariance, we can analyze nonlinear systems without the linearization steps and without defining the Jacobian matrix. An important example is presented.