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16 Nov 2012 Learning the Unscented Kalman Filter An implementation of Unscented Kalman Filter for nonlinear state estimation. Author: Yi Cao

Dear Prof. Yi Cao,
Thank you very much for the posted Matlab code. I tried to modify the process function of this code as I want.

for example:
h=@(x)x(1) ;
But when I run the program it shows an error of computing sigma points. It says that the matrix P shoud me positive definite. How we can modify this UKF program for any kind of defined function?

Thank you.

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