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Bayesian Estimation and Tracking: A Practical Guide by Anton J. Haug

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10.4 The Spherical Simplex Kalman Filter

Returning to (5.51), we can now write

(10.39) equation

where from (10.38) we can identify the sigma points as

(10.40) equation

with img 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) equation

and the observation prediction equations

(10.42) equation

(10.43) equation

(10.44) equation

(10.45) equation

where

(10.46) equation

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