ut_transform.m

用EKF/UKF的Matlab仿真程序包

%UT_TRANSFORM  Perform unscented transform
%
% Syntax:
%   [mu,S,C,X,Y,w] = UT_TRANSFORM(M,P,g,[param,alpha,beta,kappa,mat],n,X,w)
%
% In:
%   M - Random variable mean (Nx1 column vector)
%   P - Random variable covariance (NxN pos.def. matrix)
%   g - Transformation function of the form g(x,param) as
%       matrix, inline function, function name or function reference
%   param - Parameters of g               (optional, default empty)
%   alpha - Transformation parameter      (optional)
%   beta  - Transformation parameter      (optional)
%   kappa - Transformation parameter      (optional)
%   mat   - If 1 uses matrix form         (optional, default 0)
%   X - Sigma points of x
%   w - Weights as cell array {mean-weights,cov-weights,c}
%
% Out:
%   mu - Estimated mean of y
%    S - Estimated covariance of y
%    C - Estimated cross-covariance of x and y
%    X - Sigma points of x
%    Y - Sigma points of y
%    w - Weights as cell array {mean-weights,cov-weights,c}
%
% Description:
%   ...
%   For default values of parameters, see UT_WEIGHTS.
%
% See also
%   UT_WEIGHTS UT_MWEIGHTS UT_SIGMAS

% Copyright (C) 2006 Simo S鋜kk