Path: Common/Estimation
% Extended Kalman Filter prediction step. -------------------------------------------------------------------------- Form: d = EKFPredict( d ) -------------------------------------------------------------------------- ------ Inputs ------ d (.) EKF data structure .m (n,1) Mean .p (n,n) Covariance .q (n,n) State noise .f (1,:) Name of right hand side .fX (1,:) Jacobian of right hand side .fData (1,1) Data structure with data for f .dT (1,1) Time step .t (1,1) Time ------- Outputs ------- d (.) EKF data structure with updated fields .m (n,1) Mean .p (n,n) Covariance --------------------------------------------------------------------------
Math: Integration/RK4
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