New Filtering Method Boosts Accuracy and Robustness in Nonlinear Systems
The Unscented Kalman filter is a method used to improve state estimation in systems that are not linear. It provides more accurate estimates of the state's mean and covariance compared to the Extended Kalman filter, making it more robust. By using the unscented transformation, the UKF can avoid the need to compute Jacobi matrices, leading to better results in simulations.
