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correct files via upload #1

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correct files via upload #1

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5 changes: 2 additions & 3 deletions ukf_predict3.m
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Original file line number Diff line number Diff line change
Expand Up @@ -38,8 +38,7 @@
% UKF_PREDICT1, UKF_UPDATE1, UKF_PREDICT2, UKF_UPDATE2, UKF_UPDATE3
% UT_TRANSFORM, UT_WEIGHTS, UT_MWEIGHTS, UT_SIGMAS

% Copyright (C) 2003-2006 Simo S�rkk�
% Copyright (C) 2007 Jouni Hartikainen
% Copyright (C) 2003-2006 Simo S�rkk�?% Copyright (C) 2007 Jouni Hartikainen
%
% $Id: ukf_predict3.m 480 2010-10-18 07:45:48Z jmjharti $
%
Expand Down Expand Up @@ -101,7 +100,7 @@

tr_param = {alpha beta kappa mat};
[M,P,C,X_s,X_pred,w] = ut_transform(MA,PA,f,f_param,tr_param);
P=P+Q;
% Save sigma points
X = X_s;
X(1:size(X_pred,1),:) = X_pred;
Expand Down
8 changes: 5 additions & 3 deletions ukf_update3.m
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Expand Up @@ -58,8 +58,7 @@
% References:
% [1] Wan, Merwe: The Unscented Kalman Filter
%
% Copyright (C) 2007 Jouni Hartikainen, Simo S�rkk�
%
% Copyright (C) 2007 Jouni Hartikainen, Simo S�rkk�?%
% $Id: ukf_update3.m 480 2010-10-18 07:45:48Z jmjharti $
%
% This software is distributed under the GNU General Public
Expand Down Expand Up @@ -102,9 +101,12 @@
%
tr_param = {alpha beta kappa mat X w};
[MU,S,C,X,Y_s] = ut_transform(M,P,h,h_param,tr_param);
S=S+R;
K = C / S;
M = M + K * (Y - MU);
P = P - K * S * K';
A=chol(S);
P = P - (K * A) *( K*A)';

if nargout > 5
LH = gauss_pdf(Y,MU,S);
end