Path: Common/Estimation
% Unscented Kalman Filter measurement update step.
The kMeas field is a list of measurement sets (i.e. measurement
functions) to use.
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Form:
d = UKFUpdate( d )
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Inputs
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d (.) UKF data structure
.m (:,1) Mean
.p (:,:) Covariance
.h {} Measurement function pointers
.hData {} Measurement function data
.kH (1,:) Which measurements are in y
.r {} Measurement covariance matrices
.y (.) Measurement data structure
.data (m,1) Measurements
.param (1,1) Parameter data structure
.hFun (1,:) Measurement function pointer
.hData (1,1) Measurement function data structure
.r (m,m) Measurement covariance
.w (:,:) Weighting matrix
.wM (:,1) Weights
.kMeas (1,:) Measurement sets to use.
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Outputs
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d (.) UKF data structure
.m (:,1) Mean
.p (:,:) Covariance
.v (m,1) Residuals
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Math: Linear/DupVect
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