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Cited by 3,735

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A new method for the nonlinear transformation of means and covariances in filters and estimators

Julier, S., Uhlmann, J., Durrant-Whyte, H.F.·2000·IEEE Transactions on Automatic Control

Abstract

This paper describes a new approach for generalizing the Kalman filter to nonlinear systems. A set of samples are used to parametrize the mean and covariance of a (not necessarily Gaussian) probability distribution. The method yields a filter that is more accurate than an extended Kalman filter (EKF) and easier to implement than an EKF or a Gauss second-order filter. Its effectiveness is demonstrated using an example.

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Metadata

Authors
Julier, S., Uhlmann, J., & Durrant-Whyte, H. F.
Venue
IEEE Transactions on Automatic Control
Published
2000-03
Volume
45
Issue
3
Pages
477-482
ISSN
0018-9286 (ISSN-L)
OpenAlex
W2121990344
Cited by
3,735
References
0
FWCI
24.99
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: A new method for the nonlinear transformation of means and covariances in filters and estimators. https://app.cochat.ai/papers/10.1109/9.847726
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Julier, S., Uhlmann, J., & Durrant-Whyte, H. F. (2000). A new method for the nonlinear transformation of means and covariances in filters and estimators. IEEE Transactions on Automatic Control. https://doi.org/10.1109/9.847726

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.