KSmooth:
-------------------------------------------------------------------------------
Mechanizes a Kalman Filter fixed interval smoother. You input a full
set of measurements and it outputs the smoothed results.
-------------------------------------------------------------------------------
------
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
-------------------------------------------------------------------------------
Copyright (c) 1993 Princeton Satellite Systems, Inc.
All rights reserved.
-------------------------------------------------------------------------------
Children:
Common: Graphics/Plot2D