sfwa/ukf

Request for CKF.

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Hi,

I don't currently have any plans to implement a CKF. From the papers I've read, it doesn't seem to offer a compelling performance advantage over the UKF for a given amount of computational resources. Also, both filters are derivative-free, so that's not a reason to choose a CKF over a UKF.

Having said that, I'd be very interested if you can link me to any research or point out an application where the CKF might have a significant advantage over the UKF.