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Unscented kalman filter implementation

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Neyolight

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Hi folks!

Well I am feeling hopeless right now. For the past 3-4 hours I am trying to understand unscented kalman filter and its giving me a headache. On a scale of 0-10, my statistic knowledge is close to 1. I read a lot of literature on the UKF but have NO IDEA how to implement it.

Let me explain by an example.

I have two variables, A and B. Using A and B, I am trying to estimate variable C.
A= 1, 3, 5, 6,8,6,7,8,5,2
B= 1,5,6,9,8,7,2,4,5,6,4

C= A/B*X

Since we don't know X. We will use UKF technique to estimate C.

How on earth can I begin to implement UKF here?

Any idea will be greatly appreciated.

Thanks,
Neyo
 

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