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urts_smooth1

PURPOSE

URTS_SMOOTH1 Additive form Unscented Rauch-Tung-Striebel smoother

SYNOPSIS

function [M,P,D] = urts_smooth1(M,P,f,Q,f_param,alpha,beta,kappa,mat,same_p)

DESCRIPTION

```URTS_SMOOTH1  Additive form Unscented Rauch-Tung-Striebel smoother

Syntax:
[M,P,D] = URTS_SMOOTH1(M,P,f,Q,[f_param,alpha,beta,kappa,mat,same_p])

In:
M - NxK matrix of K mean estimates from Unscented Kalman filter
P - NxNxK matrix of K state covariances from Unscented Kalman Filter
f - Dynamic model function as a matrix A defining
linear function f(x) = A*x, inline function,
function handle or name of function in
form a(x,param)                   (optional, default eye())
Q - NxN process noise covariance matrix or NxNxK matrix
of K state process noise covariance matrices for each step.
f_param - Parameters of f. Parameters should be a single cell array,
vector or a matrix containing the same parameters for each
step, or if different parameters are used on each step they
must be a cell array of the format { param_1, param_2, ...},
where param_x contains the parameters for step x as a cell array,
a vector or a matrix.   (optional, default empty)
alpha - Transformation parameter      (optional)
beta  - Transformation parameter      (optional)
kappa - Transformation parameter      (optional)
mat   - If 1 uses matrix form         (optional, default 0)
same_p - If 1 uses the same parameters
on every time step      (optional, default 1)```

CROSS-REFERENCE INFORMATION

This function calls:
This function is called by:

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