Survey of a kind of nonlinear filters—UKF
Cheng Yong-mei · Kongzhi yu juece · 2005
The advances of unscented Kalman filter (UKF) are firstly reviewed. The combination of the Kalman linear filtering with the unscented transformation (UT) is discussed in general sense. UKF and its typical sampling strategies are given and analyzed. Finally, the possible future directions of the UKF are also discussed.