3.5.1: Problems with EKF that are improved with sigma-point methods

Course video 30 of 41

The EKF is the best known and most widely used nonlinear Kalman filter. But, it has some fundamental limitations that limit its performance for "very nonlinear" systems. This week, you will learn how to derive the sigma-point Kalman filter (sometimes called an "unscented Kalman filter") from the Gaussian sequential probabilistic inference steps. You will also learn how to implement this filter in Octave code and how to use it to estimate battery cell SOC.

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