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ut_mweights

PURPOSE ^

UT_MWEIGHTS - Generate matrix form unscented transformation weights

SYNOPSIS ^

function [WM,W,c] = ut_mweights(n,alpha,beta,kappa)

DESCRIPTION ^

UT_MWEIGHTS - Generate matrix form unscented transformation weights

 Syntax:
   [WM,W,c] = ut_mweights(n,alpha,beta,kappa)

 In:
   n     - Dimensionality of random variable
   alpha - Transformation parameter  (optional, default 0.5)
   beta  - Transformation parameter  (optional, default 2)
   kappa - Transformation parameter  (optional, default 3-size(X,1))

 Out:
   WM - Weight vector for mean calculation
    W - Weight matrix for covariance calculation
    c - Scaling constant

 Description:
   Computes matrix form unscented transformation weights.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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