Unscented Kalman Filter Implementation

Implementation of Unscented Kalman Filter functionality with performance comparison against traditional Kalman Filter methods, including algorithm explanations and code implementation insights.

Traditional Kalman Filter

Static Base Implementation with 12-dimensional state vector including velocity errors, latitude/longitude errors, misalignment angle errors, and sensor biases

Unscented Kalman Filter

This approach addresses the limitation of traditional Kalman filters in tracking nonlinear systems by utilizing a sigma point transformation method