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ut_transform

PURPOSE ^

UT_TRANSFORM Perform unscented transform

SYNOPSIS ^

function [mu,S,C,X,Y,w] = ut_transform(M,P,g,g_param,tr_param)

DESCRIPTION ^

UT_TRANSFORM  Perform unscented transform

 Syntax:
   [mu,S,C,X,Y,w] = UT_TRANSFORM(M,P,g,g_param,tr_param)

 In:
   M - Random variable mean (Nx1 column vector)
   P - Random variable covariance (NxN pos.def. matrix)
   g - Transformation function of the form g(x,param) as
       matrix, inline function, function name or function reference
   g_param - Parameters of g               (optional, default empty)
   tr_param - Parameters of the transformation as:       
       alpha = tr_param{1} - Transformation parameter      (optional)
       beta  = tr_param{2} - Transformation parameter      (optional)
       kappa = tr_param{3} - Transformation parameter      (optional)
       mat   = tr_param{4} - If 1 uses matrix form         (optional, default 0)
       X     = tr_param{5} - Sigma points of x
       w     = tr_param{6} - Weights as cell array {mean-weights,cov-weights,c}

 Out:
   mu - Estimated mean of y
    S - Estimated covariance of y
    C - Estimated cross-covariance of x and y
    X - Sigma points of x
    Y - Sigma points of y
    w - Weights as cell array {mean-weights,cov-weights,c}

 Description:
   ...
   For default values of parameters, see UT_WEIGHTS.

 See also
   UT_WEIGHTS UT_MWEIGHTS UT_SIGMAS

CROSS-REFERENCE INFORMATION ^

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