Unscented kalman filter

1. What is an unscented Kalman filter?
2. Why is it called unscented Kalman filter?
3. Who developed the unscented Kalman filter?
4. How to use unscented Kalman filter in Matlab?

What is an unscented Kalman filter?

The unscented Kalman filter is a suboptimal non-linear filtration algorithm, however, in contrast to algorithms such as EKF or LKF, it uses an unscented transformation (UT) as an alternative to a linearization of non-linear equations with the use of Taylor series expansion.

Why is it called unscented Kalman filter?

The running joke is that the Unscented Kalman filter is called “Unscented” because the team that invented it felt the Extended filter's performance was “stinky” and prove a point they called the better performing one “Unscented”!

Who developed the unscented Kalman filter?

This algorithm, referred to as the unscented Kalman filter (UKF), was first proposed by Julier et al [24, 22, 23], and further developed by Wan and van der Merwe [54, 53, 49, 50].

How to use unscented Kalman filter in Matlab?

Create an unscented Kalman filter object for estimating the state of the nonlinear system using the specified functions. Specify the initial value of the state as 1, and the measurement noise as nonadditive. obj = unscentedKalmanFilter(f,h,1,'HasAdditiveMeasurementNoise',false);