## UKFUT:

Path: Common/Estimation

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Unscented Kalman Filter transform.
This can be used for the measurements or the states.
The weight matrix is used by the matrix form of the unscented
transform.
The functions fun are passed as pointers and are of the form
MyFunction( x, d )
where x is an n by 2*n matrix of states or measurements. d is a data
structure. If the unscented transform is used for states,
fun propagates the states. For measurements it computes the
measurements. The weighting factors are computed by UKFWeight.
Since version 11.
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Form:
[mU, sU, cU] = UKFUT( m, p, c, wM, w, fun, dFun )
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Inputs
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m (n,1) Means
p (n,n) Covariance matrix
c (1,1) Scaling constant
wM (1,2*n) Weighting array
w (2*n+1,2*n+1) Weighting matrix
fun (1,:) Function pointer for processing x
dFun (1,1) Data structure to pass to fun
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Outputs
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mU (2*n+1,2*n+1) State matrix
sU (2*n+1,2*n+1) Correlation matrix
cU (2*n+1,2*n+1) Cross-correlation matrix
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