Path: Common/Estimation
% UKF sigma points using chol.
See UKFWeight for definitions of alpha and kappa
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Form:
d = SigmaPointsChol( d, p )
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Inputs
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d (.) Data structure
.cSqrt (1,1) sqrt(alpha^2*(length(x) + kappa))
.dX (1,1) Number of states
.x (:,1) Current state
p (n,n) Covariance matrix
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Outputs
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d (.) Data structure
.xA (:,:) Sigma points
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Reference: Simo Sarkka, "Bayesian Estimation of Time-Varying Systems:
Discrete-Time Systems, Version 1.3 (March 2, 2012).
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