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A discrete-time Unscented Kalman Filter library. Implemented in Python and MATLAB

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Bib-UKFs

Developers

  • Author: Victor Vieira.
  • Advisor: Henrique Menegaz
  • E-mail: vavieira10@gmail.com
  • University of Brasilia - Brazil.
  • Version: 1.0

Description

The library implements a discrete-time Additive Unscented Kalman Filter, based on the paper 2015_Menegaz et al, A Systematization of the Unscented Kalman Filter Theory. The implementation followed the Unscented Transformation and Sigma Representation concepts. The four Sigma Representations done by far are:

  • Sigma representation of Julier 1995 (Table I, 1);
  • Homogenemous Minumum Symmetric Sigma Representation(Corollary 4);
  • Rho Minimum Sigma Representation(Corollary 5);
  • Even Minumum Symmetric Sigma Representation(Corollary 3);

((Table I, x) means that the sigma representation definition is on the paper Table 1, and x means which row is at)

Steps for downloading the library

  • Clone the library in a desired directory;
  • If you have a GitHub account, you can download the zip file directly in the repository or you can clone directly in the desired folder, using the git clone commmand;

Each language folder has it own README.txt explaining how to use and with documentation.