3 ms·
Have you heard of the "Unscented Kalman Filter"? It goes by UKF. It uses a different approximation scheme than the EKF, which creates a linear approximation of
by gugagore 6y ago
Have you heard of the "Unscented Kalman Filter"? It goes by UKF. It uses a different approximation scheme than the EKF, which creates a linear approximation of the dynamics, in order to propagate the mean and variance. The UKF computation using "sigma points" resembles a specific part of the particle filter.
And why the name? Well the EKF stinks in many applications (it diverges). The UKF is more robust, especially when there is more significant uncertainty.
- wutbrodo 6y ago>Unscented Kalman Filter Funny factoid: the paper that named the UKF did so because "it doesn't stink"
- amirhirsch 6y agoWe upgraded from an EKF to a UKF for our drone. I feel like our code is a good reference for using an Unscented Kalman Filter to estimate a drone’s rotational state, later this year I expect to add an optical flow and ToF sensor and update the filter for better velocity and displacement estimation. https://github.com/Flybrix/flybrix-firmware/blob/master/ukf.cpp https://github.com/Flybrix/flybrix-firmware/blob/master/ukf....