# A new method for the nonlinear transformation of means and covariances in filters and estimators

@article{Julier2000ANM, title={A new method for the nonlinear transformation of means and covariances in filters and estimators}, author={Simon J. Julier and Jeffrey K. Uhlmann and Hugh F. Durrant-Whyte}, journal={IEEE Trans. Autom. Control.}, year={2000}, volume={45}, pages={477-482} }

This paper describes a new approach for generalizing the Kalman filter to nonlinear systems. A set of samples are used to parametrize the mean and covariance of a (not necessarily Gaussian) probability distribution. The method yields a filter that is more accurate than an extended Kalman filter (EKF) and easier to implement than an EKF or a Gauss second-order filter. Its effectiveness is demonstrated using an example.

## 3,448 Citations

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