Inbook,
Kalman Filtering and Neural Networks
chapter 7, Wiley, (2001)
Abstract
In this book, the extended Kalman lter (EKF) has been used as the standard technique for performing recursive nonlinear estimation. The EKF algorithm, however, provides only an approximation to optimal nonlinear estimation. In this chapter, we point out the underlying assumptions and aws in the EKF, and present an alternative lter with performance superior to that of the EKF. This algorithm, referred to as the unscented Kalman lter (UKF), was rst proposed by Julier et al 24, 22, 23, and...
