Patent ID: 8903879

Claim:
A method for processing Unscented Kalman Filter, the method comprising the steps of: setting, by a processor of a computer system, x k+1 = f ( x k ,k )+ v k ,y k = h ( x k ,k )+ n k wherein: x k is an internal state; y k is output; v k is process noise for driving a system; n k is observation noise; f ( ) is a first given nonlinear function; and h ( ) is a second given nonlinear function; processing, by the processor, non-uniformed Unscented Kalman Filter to execute the steps of: non-uniforming a phase duration of said x k by a first real coefficient all-pass filter in which a numerator and a denominator of a transfer function for z transform are described as having a relationship between mirror image polynomials; and applying non-uniformed x k to x k+1 = f ( x k ,k )+ v k ,y k = h ( x k ,k )+ n k ; and restoring, by the processor, non-uniformed phase duration of an estimated value of said x k calculated in said non-uniformed Unscented Kalman Filter to said phase duration by a second real coefficient all-pass filter in which a sign of a parameter in said first real coefficient all-pass filter is inverted.