scaledsymmetricsigmapoints.m

来自「惯性导航系统传递对准系统模型程序」· M 代码 · 共 11 行

function [xPts, wPts, nPts] = scaledSymmetricSigmaPoints(x,P,alpha,beta,kappa)
    n    = size(x(:),1);
    nPts = 2*n+1;
    kappa = alpha^2*(n+kappa)-n;
    wPts=zeros(1,nPts);
    xPts=zeros(n,nPts);
    Psqrtm=(chol((n+kappa)*P))';  
    xPts=[zeros(size(P,1),1) -Psqrtm Psqrtm];
    xPts = xPts + repmat(x,1,nPts);  
    wPts=[kappa 0.5*ones(1,nPts-1) 0]/(n+kappa);
    wPts(nPts+1) = wPts(1) + (1-alpha^2) + beta;