A Systematization of the Unscented Kalman Filter Theory

@article{Menegaz2015ASO,
  title={A Systematization of the Unscented Kalman Filter Theory},
  author={Henrique Marra Menegaz and Jo{\~a}o Yoshiyuki Ishihara and Geovany de Ara{\'u}jo Borges and Alessandro N. Vargas},
  journal={IEEE Transactions on Automatic Control},
  year={2015},
  volume={60},
  pages={2583-2598}
}
In this paper, we propose a systematization of the (discrete-time) Unscented Kalman Filter (UKF) theory. We gather all available UKF variants in the literature, present corrections to theoretical inconsistencies, and provide a tool for the construction of new UKF's in a consistent way. This systematization is done, mainly, by revisiting the concepts of Sigma-Representation, Unscented Transformation (UT), Scaled Unscented Transformation (SUT), UKF, and Square-Root Unscented Kalman Filter (SRUKF… 

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