Description Usage Arguments Value
Create the sigma nodes and weights for the unscented Kalman Filter
1 | sigma.weights(m, P, n, alpha = 0.001, kappa = 0, betta = 2)
|
m |
The input mean |
P |
The input covariance |
n |
The dimension of the problem |
alpha |
Scaling parameter |
kappa |
Scaling parameter |
betta |
Scaling parameter |
A list containing: matirix of weights W in two rows, W^m and W^c; and the matrix of nodes X, where X(i) is in column i
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