KalmanFilter
linear2.m
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1 clear all;
2 addpath('..');
3 addpath('../../discrete_discrete');
4 addpath('../../discrete_discrete/examples');
5 
6 linear;
7 close all;
8 
9 C_func = @(x) C*x;
10 [estimates_cubature, covariances_cubature] = cubature(func,dt,t_start,state_count,sensor_count,...
11  outputs,C_func,chol(Q_d)',chol(R_d)',chol(P_0)',x_0, measurements);
function cubature(in f_func, in dt_between_measurements, in start_time, in state_count, in sensor_count, in measurement_count, in C_func, in Q_root, in R_root, in P_0_root, in x_0, in measurements)