10. UKF Process Chain

Unscented Kalman Filter Introduction

Now that you have learned the CTRV motion model equations, we will discuss how the unscented Kalman filter works. As you go through the lectures, recall that the extended Kalman filter uses the Jacobian matrix to linearize non-linear functions.

The unscented Kalman filter, on the other hand, does not need to linearize non-linear functions; instead, the unscented Kalman filter takes representative points from a Gaussian distribution. These points will be plugged into the non-linear equations as you'll see in the lectures.