CDKF45:

Path: SpacecraftEstimation/OrbitEstimation

% Continuous discrete iterated Kalman Filter. 
   The state and covariance matrices are numerically integrated.
   The model is of the form:

        dx/dt = f(x,t,u)
            y = h(x)*x + y0
     F(x,t,u) = df/dx 

   fName is a RHS function for the state and covariance of the form
   xDot = fName( x, t, d.fData, q )

   hName is an observation partials function of the form
   [z, dhdx] = hName( x, t, d.hData )

   See OrbitKalmanFilter for a demo. There are m measurements with a total
   of j elements (the measurements do not need to be the same type or size).

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   Form:
   d = CDKF45( d )
--------------------------------------------------------------------------

   ------
   Inputs
   ------
   d			  (:)     Data structure
                       .time             Current Julian date (days)
                       .dT               Integration time step (sec)
                       .secFromStart     Seconds from start (sec)
                       .nIterations      Number of iterations
                       .propagator       Choice of propagator, RK4 or RK45
                       .hLast            Last step for RK45
                       .tol              Tol for RK45
                       .x     (n,1)      State
                       .p     (n,n)      Covariance
                       .k     (n,j)      Gain matrix (calculated)
                       .q     (n,n)      Plant noise matrix
                       .r     {m}        Measurement noise matrix
                       .meas             Measurements
                            .z(j,1)      New measurement(s) in column vector
                       .fName            fRHS function name
                       .fData            fRHS data
                            .dFName         Derivative function
                            .nStates        Number of elements in the state vector
                            ...             (user defined)
                       .hName            h function name
                       .hData(m)         h data for measurements
                            ...             (user defined)
                       .xMeas (n,1)      State from measurements (calculated)
                       .pMeas (n,n)      Covariance from measurements (calculated)

   -------
   Outputs
   -------
   d			  (:)     Data structure

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   References:	Gelb, A. Ed., Applied Optimal Estimation, MIT Press. p.188. 
               Table 6.1-1. Also, pp. 190-191.
--------------------------------------------------------------------------

Children:

Math: Integration/RK4
Math: Integration/RK45
SpacecraftEstimation: OrbitEstimation/ReshapeCovariance

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