| Algorithm 1. Unscented Kalman Filter | |
| 1: Form weighted sigma points around current mean xt and covariance Pt with scaling factor ζ | |
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| 2: Predict the new sigma points and observations | |
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| 3: Compute weighted means and covariances, e.g. | |
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| 4: Update estimate using Kalman gain K and scanner measurement yt | |
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