UKFUpdate:

Path: Common/Estimation

% Unscented Kalman Filter measurement update step.

 The kMeas field is a list of measurement sets (i.e. measurement
 functions) to use.

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   Form:
   d = UKFUpdate( d )
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   ------
   Inputs
   ------
   d	(.)    UKF data structure
              .m       (:,1)	Mean
              .p       (:,:)	Covariance
              .h       {}    Measurement function pointers
              .hData   {}    Measurement function data
              .kH      (1,:)	Which measurements are in y
              .r       {}    Measurement covariance matrices
              .y       (1,1)	Measurement data structure
                            	.data   (m,1) Measurements
                             .param  (1,1) Parameter data structure
                                            .hFun  (1,:) Measurement function pointer
                                            .hData (1,1) Measurement function data structure
                                            .r     (m,m) Measurement covariance
              .w       (:,:)	Weighting matrix
              .wM      (:,1)	Weights
              .kMeas   (1,:)	Measurement sets to use.

   -------
   Outputs
   -------
   d	(1,1)  UKF data structure
              .m       (:,1)	Mean
              .p       (:,:)	Covariance
              .v       (m,1)	Residuals

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Children:

Math: Linear/DupVect

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