Unscented Kalman Filter Made Easy: A Beginners Guide to Nonlinear Filtering with the Unscented Kalman Filter and MATLAB

The Unscented Kalman Filter Made Easy book is written for beginners who want to understand how the Unscented Kalman Filter works without getting lost in the dense theory that is normally presented to beginners. The author takes a simple approach of starting with the moving average filter and exponential moving average filter and steps up to the Kalman Filter. This methodical approach allows the reader to understand why they are filtering which then allows them to understand how to design, implement, and evaluate a Kalman Filter. Next,the author provides an overview of nonlinear filters and compares the Extended Kalman Filter and the Unscented Kalman Filter. This is followed by a review of the Extended Kalman Filter algorithm with an example. Following that, the author provides a detailed overview of the Unscented Kalman Filter algorithm. It breaks down the algorithm into easy to understand steps with every equation and a description of the step. Next, the Unscented Kalman Filter algorithm is explained through a detailed symbolic tutorial that explains how each step applies to a real world example. Lastly, the author implements the Unscented Kalman Filter developed for the tutorial in MATLAB. The implementation demonstrates how a simulation can be created to test the filter and what analysis plots are used to evaluate filter performance. Why should you learn about the Unscented Kalman Filter? Most real world systems are nonlinear and require the use of a nonlinear filtering technique like the Unscented Kalman Filter. If you are a software engineer or systems designer, you will most likely run into a nonlinear filter sometime in your career. Who is this book for? If you are looking for a theoretical and mathematical dense book about the Unscented Kalman Filter, this is not the right book for you. If you are looking to understand how the Unscented Kalman Filter works with a real life tutorial supported by MATLAB source code, you are in the right place. If you are an undergraduate student, graduate student, or working professional, this book will provide the necessary primer on the Kalman Filter and Unscented Kalman Filter in a simple to understand way.