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ut_weights

PURPOSE ^

UT_WEIGHTS - Generate unscented transformation weights

SYNOPSIS ^

function [WM,WC,c] = ut_weights(n,alpha,beta,kappa)

DESCRIPTION ^

UT_WEIGHTS - Generate unscented transformation weights

 Syntax:
   [WM,WC,c] = ut_weights(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-n)

 Out:
   WM - Weights for mean calculation
   WC - Weights for covariance calculation
    c - Scaling constant

 Description:
   Computes unscented transformation weights.

 See also UT_MWEIGHTS UT_TRANSFORM UT_SIGMAS

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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