The Unscented Kalman Filter
Eric A. Wan, Rudolph van der Merwe · 2001
This chapter discusses the underlying assumptions and flaws in the EKF, and presents an alternative filter with performance superior to that of the EKF: the unscented Kalman filter (UKF). Three application areas of nonlinear estimation in which the EKF has been applied are covered as follows: state estimation, parameter estimation, and dual estimation. An overview of the framework for these areas is briefly reviewed.