ut_mweights.m

kalman滤波

%UT_MWEIGHTS - Generate matrix form unscented transformation weights
%
% Syntax:
%   [WM,W,c] = ut_mweights(n,alpha,beta,kappa)
%
% In:
%   n     - Dimensionality of random variable
%   alpha - Transformation parameter  (optional, default 0.5)
%   beta  - Transformation parameter  (optional, default 2)
%   kappa - Transformation parameter  (optional, default 3-size(X,1))
%
% Out:
%   WM - Weight vector for mean calculation
%    W - Weight matrix for covariance calculation
%    c - Scaling constant
%
% Description:
%   Computes matrix form unscented transformation weights.
%

% Copyright (C) 2006 Simo S鋜kk