The J-Orthogonal Square-Root MATLAB-Based Continuous-Discrete Unscented Kalman Filtering Method
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DOI: 10.1016/j.ifacol.2020.12.1083
Abstract: The paper suggests a general solution to the square-rooting problem existed for the Unscented Kalman Filter (UKF) since its appearance in the late 1990s. As properly noted in engineering literature, the previously suggested Cholesky-based UKF… read more here.
Keywords: square root; root; orthogonal square; unscented kalman ... See more keywords