Unscented Kalman Filter

The Unscented Kalman Filter (UKF) is a mathematical tool used to estimate the state of a system that changes over time, like tracking a moving object. Unlike simpler methods, it accounts for uncertainties and non-linearities—situations where the relationship between inputs and outputs isn’t straightforward. The UKF periodically takes measurements and uses them, along with predictions from a model, to produce a more accurate estimate. It works by transforming key points around the estimated state, capturing the effects of nonlinear behavior more effectively. This technique is valuable in fields like robotics, navigation, and finance for improved decision-making.