# Advantages and disadvantages of Extended kalman filter VS Unscented kalman filter

I have heard that Extended kalman filter is a nonlinear kalman filter. But the problem with Extended kalman filter is that it can linearize on very bad places, which make it very unstable, if your process is very nonlinear.

So then the Unscented kalman filter was invended to solve this problem.

But I need to know advantages and disadvantages of Extended kalman filter VS Unscented kalman filter to make the choose which one I'm going to learn. Please help me choose.

My goal is to: 1. Estimate a mathematical state space model by input and output mesurements. 2. Create a good filter. 3. Create a good optimal LQG regulator.

My main working area is in hydraulics system. So it's nonlinear systems, but not so extreamly nonlinear systems. The only nonlinear in hydraulics is the pressure fall formula:

$$Q = C*A*\sqrt{p_2 - p_1}$$

Q = Flow. C = Parameter. A = Area, $\Delta = p_2 - p_1$ = pressure difference

So, Extended kalman filter might fits me? Right?