UKF（Unscented Kalman Filter)，中文释义是无损卡尔曼滤波、无迹卡尔曼滤波或者去芳香卡尔曼滤波。是无损变换(UT) 和标准Kalman滤波体系的结合，通过无损变换使非线性系统方程适用于线性假设下的标准Kalman滤波体系。

for nonlinear dynamic system, where w ~ N(0,Q) meaning w is gaussian noise with covariance Q, v ~ N(0,R) meaning v is gaussian noise with covariance R

$x_{k+1} = f(x_k) + w_k \\ z_k = h(x_k) + v_k$

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