EKFUpdate:
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Extended Kalman Filter measurement update step.
All inputs are after the predict state (see EKFPredict). The h
data field may contain either a function name for computing
the estimated measurements or an m by n matrix. If h is a function
name you must include hX which is a function to compute the m by n
matrix is a linearized version of the function h.
Since version 11.
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Form:
d = EKFUpdate( d )
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Inputs
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d (1,1) EKF data structure
.m (n,1) Mean
.p (n,n) Covariance
.h (m,n) Either matrix or name of function
.hX (1,:) Name of Jacobian for h
.y (m,1) Measurement vector
.r (m,m) Measurement covariance vector
.hData (1,1) Datastructure for the h and hX functions
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Outputs
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d (1,1) EKF data structure
.m (n,1) Mean
.p (n,n) Covariance
.v (m,1) Residuals
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