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

Julier, Simon; Uhlmann, Jeffrey; Durrant‐Whyte, Hugh

doi:10.1109/9.847726

Public

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

Published in IEEE Transactions on Automatic Control • Mar 1, 2000

Authors:

Simon Julier

Jeffrey Uhlmann

Hugh Durrant‐Whyte

Abstract

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...

Subject

Extended Kalman filter

Invariant extended Kalman filter

Kalman filter

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