15. UKF Sigma Points
Nd787 C4 L04 12 UKF Sigma Points V3
Additional Resources
The Unscented Kalman Filter for Nonlinear Estimation is a short paper (only 6 pages) and does a great job explaining the UKF.
A New Extension of the Kalman Filter to Nonlinear Systems is a bit longer (12 pages) and includes some helpful example applications.
The Scaled Unscented Transformation gives a mathematical derivation of the unscented transform.