KSmooth:

Path: Common/Control

% Mechanizes a Kalman Filter fixed interval smoother.

   You input a full
   set of measurements and it outputs the smoothed results.

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     Inputs
     ------
     r         (m,m)    Measurement Covariance
     phi       (n,n)    State transition matrix
     q         (n,n)    Process noise covariance
     h         (m,n)    Measurement matrix
     z         (m,:)    Measurement vector
     p         (n,n)    Initial covariance

     -------
	  Outputs
     -------

     xS        (n,:)    Filtered state
     pDiag     (n,:)    Covariance diagonal

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Children:

Common: Graphics/Plot2D

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