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Abstract: In this book, the extended Kalman filter (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 flaws in the EKF, and present an alternative filter with performance superior to that of the EKF. This algorithm, referred to as the unscented Kalman filter (UKF), was first proposed by Julier et al [24, 22, 23], ... (Update)
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BibTeX entry: (Update)
E. Wan and R. van der Merwe, The Unscented Kalman Filter. Wiley Publishing, Ed. S. Haykin, 2001. http://citeseer.ist.psu.edu/wan01unscented.html More
@incollection{ wan01unscented,
author = "E. Wan and R. van der Merwe",
title = "The Unscented {K}alman Filter",
publisher = "Wiley Publishing",
editor = "S. Haykin",
year = "2001",
url = "citeseer.ist.psu.edu/wan01unscented.html" }
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