 Unscented optimal control

Unscented Optimal Control refers to a method that combines principles from optimal control theory and the unscented transform. The unscented transform is a technique used to approximate the distribution of a random variable that undergoes a nonlinear transformation. Here's a breakdown of the concept: ### Key Concepts 1. **Optimal Control Theory**: This is a mathematical optimization framework that deals with finding a control law for a dynamical system such that a certain performance criterion is optimized (e.g.