10.4 The Spherical Simplex Kalman Filter
Returning to (5.51), we can now write
(10.39) 
where from (10.38) we can identify the sigma points as
(10.40) 
with 
defined by (10.34)–(10.36). In a manner similar to that of the UKF, we obtain the remaining predictive equations, with the state covariance given by
(10.41) 
and the observation prediction equations
(10.42) 
(10.43) 
(10.44) 
(10.45) 
where
(10.46) 
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