Unscented

Unscented kalman filter python

Unscented kalman filter python
  1. What is an unscented Kalman filter?
  2. Why is the unscented Kalman filter called unscented?

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 the unscented Kalman filter called unscented?

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”!

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