KFInitialize:

Path: Common/Estimation

% Initializes Kalman Filter data structures for the KF, UKF, EKF and IEKF.

 Enter parameter pairs after the type.

 If you return with only one input it will return the default data
 structure for the filter specified by type. Defaults are returned
 for any parameter you do not enter.

--------------------------------------------------------------------------
   Form:
   d = KFInitialize( type, varargin )
--------------------------------------------------------------------------

   ------
   Inputs
   ------
   type           (1,1) Type of filter 'ukf', 'kf', 'ekf', 'iekf'
   varargin       {:}   Parameter pairs

   -------
   Outputs
   -------
   d              (1,1) Data structure

--------------------------------------------------------------------------

Children:

Common: Estimation/UKFWeight
Math: Linear/DupVect

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