A more robust unscented transform
James R. Van Zandt · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2001
The unscented transformation is extended to use extra test points beyond the minimum necessary to determine the second moments of a multivariate normal distribution. The additional test points can improve the estimated mean and variance of the transformed distribution when the transforming function of its derivatives have discontinuities.