What is a Kalman filter and why is there an unscented version?

The filter expects noise from sensors, noise in the environment, and general uncertainty. For example, the tires may slip, sensor may have an error, etc.

Since we know the person moved 3 steps in 3 seconds we guess in the future they will continue to move 1 step per second. That’s the core idea.

Extended Kalman filter

Example of filter being used in Udacity provided visualizer.

Unscented Kalman filter

One evening everyone else in the lab was at the Royal Opera House, and as I was working I noticed someone’s deodorant on a desk. The word “unscented” caught my eye as the perfect technical term. At first people in the lab thought it was absurd — which is okay because absurdity is my guiding principle — and that it wouldn’t catch on. My claim was that people simply accept technical terms as technical terms: for example, does anyone think about why a tree is called a tree?

Within a few months we had a speaker visit from another university who talked about his work with the “unscented filter.” Clearly he had never thought about the origin of the term.

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