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Unscented Kalman Filter
Pranay Pratyush edited this page Jan 10, 2016
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"Unscented kalman filter (UKF) is a special type of kalman filter which performs better than a "Simple Kalman Filter (SKF)" or an "Extended Kalman Filter (EKF)" for non-linear systems. The UKF uses a "Unscented Transform" to pick a few sample points around the mean to propagate in later iterations instead of linearly propagating the whole gaussian probability space. As a result the UKF reflects the mean and covariance more correctly.