UKFWeight:

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.

--------------------------------------------------------------------------
   Form:
   [w, wM, wC, c] = UKFWeight( d )
--------------------------------------------------------------------------

   ------
   Inputs
   ------
   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

   -------
   Outputs
   -------
   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

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

Children:

Math: Linear/DupVect

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