functionsr_ukfEstimate_2
Calculate filter gain and the updated mean of the state and Cholesky factor S of covariance P of a UKF
Extends from Modelica.Icons.Function (Icon for functions).
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[:] | y | Measured output vector | |
| Real[:] | xm | Predicted state mean | |
| Real[size(y, 1)] | ym | Predicted mean | |
| Real[size(xm, 1),size(xm, 1)] | S | Cholesky factor of covariance matrix | |
| Real[size(y, 1),size(y, 1)] | Syy | Cholesky factor of transformed covariance matrix | |
| Real[size(xm, 1),size(y, 1)] | Pxy | Transformed cross covariance matrix |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[size(xm, 1),size(y, 1)] | K | Filter gain | |
| Real[size(xm, 1),size(xm, 1)] | Su | Updated Cholesky factor state covariance matrix | |
| Real[size(xm, 1)] | xmu | Updated state mean |