Robust Unscented Kalman Filtering via Recurrent Meta-Adaptation of Sigma-Point Weights

Kenan Majewski, Michał Modzelewski, Marcin Żugaj +1

The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform…