If the elements of state co-variance matrix are negative and its a semi-deinite matrix, then how do we solve Unscented Kalman Filter...
Dear Kiran,
I suggest you to see links and attached files on topic.
A Robust Adaptive Unscented Kalman Filter for ... - MDPI
https://www.mdpi.com › pdf
Power System Dynamic State Estimation by Unscented ... - arXiv
https://arxiv.org › pdf
Learning the Unscented Kalman Filter - File Exchange ...
https://www.mathworks.com › matlabcentral › 18217-le...
Joseph Formulation of Unscented and Quadrature Filters with ...
https://pdfs.semanticscholar.org › ...
Best regards
Intersting
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