sigma.weights: Create the sigma nodes and weights for the unscented Kalman...

Description Usage Arguments Value

Description

Create the sigma nodes and weights for the unscented Kalman Filter

Usage

1
sigma.weights(m, P, n, alpha = 0.001, kappa = 0, betta = 2)

Arguments

m

The input mean

P

The input covariance

n

The dimension of the problem

alpha

Scaling parameter

kappa

Scaling parameter

betta

Scaling parameter

Value

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


squipbar/filters documentation built on May 30, 2019, 8:41 a.m.