卡尔曼滤波在对离散线性系统进行最优化的时候用到系统的预测方程和测量方程，但是只考虑了最简单的线性关系，即系统预测方程线性化，由于变量的均值和方差只能进行线性运算，那么当系统预测方程非线性化的时候该怎样计算预测值的方差呢？ UKF就是为了研究解决这种非线性关系的。-Kalman filter used in optimization of discrete linear systems prediction and measurement equations of the system, but only consider a simple linear relationship, that the prediction equation linearization, the mean and variance of the variables only linear operator, then when the nonlinear prediction equation of how to calculate the variance of the predictive value? UKF is to study and solve such a nonlinear relationship.