We introduce the family of Sigma-point methods to approximate the integrals that we need to solve in our filtering problem.
This video is part of a lecture series on Bayesian sensor fusion and nonlinear filtering. You can find the rest of the videos in this playlist:
https://www.youtube.com/playlist?list=PLTD_k0sZVYFqjFDkJV8GE2EwfxNK59fJY
