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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 ^

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