A More Robust Unscented Filter
July 2001
James R. Van Zandt, The MITRE Corporation
ABSTRACT
The unscented transformation is extended to use extra test points beyond the minimum necessary to determine the second moments of a multivariate normal distribution. The additional test points can improve the estimated mean and variance of the transformed distribution when the transforming function or its derivatives have discontinuities.
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Additional Search Keywords
unscented transform, extended Kalman Filter, unscented filter, discontinuous functions, uncertainty distribution
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