der_check.m

扩展卡尔曼和无迹卡尔曼的matlab仿真比较。

%DER_CHECK  Check derivatives using finite differences
%
% Syntax:
%   [D0,D1] = DER_CHECK(F,DF,INDEX,[P1,P2,P3,...])
%
% In:
%   F  - Name of actual function or inline function
%        in form F(P1,P2,...)
%   DF - Derivative value as matrix, name of derivative
%        function or inline function in form DF(P1,P2,...).
%   INDEX - Index of parameter of interest. DF should
%        Calculate the derivative with recpect to parameter
%        Pn, where n is the index.
%
% Out:
%   D0 - Actual derivative
%   D1 - Estimated derivative
%
% Description:
%   Evaluates function derivative analytically and
%   using finite differences. If no output arguments
%   are given, issues a warning if these two values
%   differ too much.
%
%   Function is intended to checking that derivatives
%   of transition and measurement equations of EKF are
%   bug free.
% 
% See also:
%   EKF_PREDICT1, EKF_UPDATE1, EKF_PREDICT2, EKF_UPDATE2

% History:
%   12.03.2003  SS  Support for function handles
%   27.11.2002  SS  The first official version.
%
% Copyright (C) 2002 Simo S鋜kk