The Unscented Kalman Filter for Nonlinear Estimation

ExpectationMaximization(EM)algorithm)wherebothstates and parametersare estimated simultaneously. This paper points out the flaws in using the EKF, and introduces an improvement, the Unscented Kalman Filter (UKF), proposed by Julier and Uhlman [5]. A central and vital operation performedin the Kalman Filter is the prop-

  Algorithm, Expectationmaximization