KFInitialize:

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   Initializes Kalman Filter data structures for the KF, UKF and EKF.

   Enter parameter pairs after the type.

   If you return with only one input it will return the default data
   structure for the filter specified by type. Defaults are returned
   for any parameter you do not enter.

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   Form:
   d = KFInitialize( type, varargin )
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   ------
   Inputs
   ------
   type           (1,1) Type of filter 'ukf', 'kf', 'ekf', 'iekf'
   varargin       {:}   Parameter pairs

   -------
   Outputs
   -------
   d              (1,1) Data structure

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Children:

Common: Estimation/UKFWeight