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ukf_predict1

PURPOSE ^

UKF_PREDICT1 Nonaugmented (Additive) UKF prediction step

SYNOPSIS ^

function [M,P,D] = ukf_predict1(M,P,f,Q,f_param,alpha,beta,kappa,mat)

DESCRIPTION ^

UKF_PREDICT1  Nonaugmented (Additive) UKF prediction step

 Syntax:
   [M,P] = UKF_PREDICT1(M,P,f,Q,f_param,alpha,beta,kappa,mat)

 In:
   M - Nx1 mean state estimate of previous step
   P - NxN state covariance of previous step
   f - Dynamic model function as a matrix A defining
       linear function a(x) = A*x, inline function,
       function handle or name of function in
       form a(x,param)                   (optional, default eye())
   Q - Process noise of discrete model   (optional, default zero)
   f_param - Parameters of f               (optional, default empty)
   alpha - Transformation parameter      (optional)
   beta  - Transformation parameter      (optional)
   kappa - Transformation parameter      (optional)
   mat   - If 1 uses matrix form         (optional, default 0)

 Out:
   M - Updated state mean
   P - Updated state covariance

 Description:
   Perform additive form Unscented Kalman Filter prediction step.

   Function a should be such that it can be given
   DxN matrix of N sigma Dx1 points and it returns 
   the corresponding predictions for each sigma
   point. 

 See also:
   UKF_UPDATE1, UKF_PREDICT2, UKF_UPDATE2, UKF_PREDICT3, UKF_UPDATE3,
   UT_TRANSFORM, UT_WEIGHTS, UT_MWEIGHTS, UT_SIGMAS

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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