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
   ------
   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

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