Unscented Transformation and Unscented Kalman Filtering
Cheng Shuiying · Computer Engineering and Applications Journal · 2008
This paper presents an in-depth survey on the Unscented Transformation(UT) and the Unscented Kalman Filtering(UKF) algorithm,including the origination of the nonlinear estimation,the framework and the basic algorithm of UT,various evolutions of UT,the design guideline of sigma-point set,the basic algorithm of UKF and its variants,the further insight into UT,the comparison between UT and several other nonlinear derivative-free filtering methods,the application areas pertinent to UT and UKF,and a simulation example based on several typical forms of UKF.In the last part of the paper,some still unresolved problems about UT and UKF are exposed and an outlook of its future developments is explicitly listed too.Above all,some newest achievements and opinions are included in this paper,which are based on the author’s own research findings.