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

Dear Kiran:

I do not know the answer nor do I think there is a simple answer, but if you refer to the following excellent textbooks and recreate their illustrations, you will likely get the answer and much more.

1. Brown, R. G. and Hwang, P. Y. C., Intro. to Random Signals and Applied Kalman Filtering, 4th ed, John Wiley 2012, Sec. 7.5

2. Gibbs, B. P., Advanced Kalman Filtering, Least-Squares and Modeling, Wiley 2011, Sec. 11.7

3. Crassidis, J. L., and Junkins, J. L., Optimal Estimation of Dynamic Systems, 2nd ed, CRC Press 2012, Sec. 3.7

4. Ristic, B., Arulampalam, S., and Gordon, N., Beyond the Kalman Filter, Artech House 2004

These references should suffice to begin with. I am at IIT Indore. For further communication, please contact me at [email protected].

Regards

Hari Hablani