Path: Common/Estimation
% Iterated Extended Kalman Filter measurement update step.
All inputs are after the predict state (see KFPredict).
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Form:
d = IEKFUpdate( d )
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Inputs
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d (1,1) EKF data structure
.m (:,1) Mean
.p (:,:) Covariance
.h (:,n) Either matrix or name of function
.hX (1,:) Name of Jacobian for h
.nIts (1,1) Number of iterations
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Outputs
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d (1,1) EKF data structure
.m (:,1) Mean
.p (:,:) Covariance
.v (m,1) Residuals
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