22. Predicted Mean and Covariance

26 L Predict Mean And Covar

Note Regarding Sigma Point Generation and Prediction Steps

  • Sigma Point Generation: Sigma points are generated using Calligraphic-X(k) , followed by a nonlinear transformation f(x_k,nu_k) .
  • Sigma Point Prediction: The generated Sigma points are propagated to obtain the state of the system at time k+1. These predicted points are denoted Calligraphic-X(k+1) .

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