Module 4: Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF)

Managing nonlinearity using EKF and UKF

EKF linearization and Jacobian matrix calculations

UKF sigma point generation for accurate state estimation

Comparison of KF, EKF, and UKF performance

Practical exercise: Implementing EKF and UKF for localization in nonlinear scenarios