An analytical approach for comparing linearization methods in EKF and UKF: Regular paper

Matthew Rhudy, Yu Gu, Marcello R. Napolitano

Research output: Contribution to journalArticlepeer-review

20 Scopus citations


The transformation of the mean and variance of a normally distributed random variable was considered through three different nonlinear functions: sin(x), cos(x), and xk, where k is a positive integer. The true mean and variance of the random variable after these transformations is theoretically derived within, and verified with respect to Monte Carlo experiments. These statistics are used as a reference in order to compare the accuracy of two different linearization techniques: analytical linearization used in the Extended Kalman Filter (EKF) and statistical linearization used in the Unscented Kalman Filter (UKF). This comparison demonstrated the advantage of using the unscented transformation in estimating the mean after transforming through each of the considered nonlinear functions. However, the variance estimation led to mixed results in terms of which linearization technique provided the best performance. As an additional analysis, the unscented transformation was evaluated with respect to its primary scaling parameter. A nonlinear filtering example is presented to demonstrate the usefulness of the theoretically derived results.

Original languageEnglish (US)
Article number208
JournalInternational Journal of Advanced Robotic Systems
StatePublished - 2013

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Artificial Intelligence


Dive into the research topics of 'An analytical approach for comparing linearization methods in EKF and UKF: Regular paper'. Together they form a unique fingerprint.

Cite this