Path: Common/Estimation
% Unscented Kalman Filter weights.
The weight matrix is used by the matrix form of the Unscented
Transform. Both UKSPredict and UKSUpdate use the data structure
generated by this function.
The constant alpha determines the spread of the sigma points around x
and is usually set to between 1e-3 and 1. beta incorporastes prior
knowledge of the distribution of x and is 2 for a Gaussian
distribution. kappa is set to 0 for state estimation and 3 - number of
states for parameter estimation.
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Form:
[w, wM, wC, c] = UKFWeight( d )
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Inputs
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d (1,1) Data structure with constants
.kappa (1,1) 0 for state estimation, 3-#states for
parameter estimation
.m (:,1) Vector of mean states
.alpha (1,1) Determines spread of sigma points
.beta (1,1) Prior knowledge - 2 for Gaussian
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Outputs
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d (1,1) Data structure with constants
.w (2*n+1,2*n+1) Weight matrix
.wM (1,2*n+1) Weight array
.c (1,1) Scaling constant
.lambda (1,1) Scaling constant
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Math: Linear/DupVect
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