22. Predicted Mean and Covariance
26 L Predict Mean And Covar
Note Regarding Sigma Point Generation and Prediction Steps
-
Sigma Point Generation:
Sigma points are generated using
Calligraphic-X(k)
, followed by a nonlinear transformationf(x_k,nu_k)
. -
Sigma Point Prediction:
The generated Sigma points are propagated to obtain the state of the system at time k+1. These predicted points are denoted
Calligraphic-X(k+1)
.