KF_UPDATE Kalman Filter update step
function [X,P,K,IM,IS,LH] = kf_update(X,P,y,H,R)
This function calls:
This function is called by:
- gauss_pdf GAUSS_PDF Multivariate Gaussian PDF
- imm_filter IMM_FILTER Interacting Multiple Model (IMM) Filter prediction and update steps
- imm_smooth IMM_SMOOTH Fixed-interval IMM smoother using two IMM-filters.
- imm_update IMM_UPDATE Interacting Multiple Model (IMM) Filter update step
- kf_loop KF_LOOP Performs the prediction and update steps of the Kalman filter
- tf_smooth TF_SMOOTH Two filter based Smoother
- uimm_smooth UIMM_SMOOTH UKF based Fixed-interval IMM smoother using two IMM-UKF filters.
- uimm_update IMM_UPDATE UKF based Interacting Multiple Model (IMM) Filter update step
Generated on Fri 12-Aug-2011 15:08:47 by m2html © 2005