Open sachinumans opened 1 year ago
Implement the algorithm proposed by Van der Merwe and Wan "THE SQUARE-ROOT UNSCENTED KALMAN FILTER FOR STATE AND PARAMETER-ESTIMATION" (2001).
It is mostly finished in UKF_I_vanderMerwe(), but cholupdate of Sy is causing problems with being positive definite.
Implement the algorithm proposed by Van der Merwe and Wan "THE SQUARE-ROOT UNSCENTED KALMAN FILTER FOR STATE AND PARAMETER-ESTIMATION" (2001).
It is mostly finished in UKF_I_vanderMerwe(), but cholupdate of Sy is causing problems with being positive definite.