New extension of the Kalman filter to nonlinear systems

  title={New extension of the Kalman filter to nonlinear systems},
  author={S. Julier and J. Uhlmann},
  booktitle={Defense, Security, and Sensing},
  • S. Julier, J. Uhlmann
  • Published in
    Defense, Security, and…
  • Computer Science, Engineering
  • The Kalman Filter (KF) is one of the most widely used methods for tracking and estimation due to its simplicity, optimality, tractability and robustness. [...] Key Method Using the principle that a set of discretely sampled points can be used to parameterize mean and covariance, the estimator yields performance equivalent to the KF for linear systems yet generalizes elegantly to nonlinear systems without the linearization steps required by the EKF. We show analytically that the expected performance of the new…Expand Abstract

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