| Name | Description |
|---|---|
| kfStepMatrices | One step, i.e. prediction and update of a kalman filter iteration for discrete systems |
| symMatMul | Calculate the upper triangle of A*B*A'+a*C with B and C symmetric |
| kfStepState | One step, i.e.estimation of the state vector using a kalman filter iteration for discrete systems |
| kfStepMatrices2 | One step, i.e. prediction and update of a kalman filter iteration for discrete systems |
| ekfSystemBase | Base class of ekf-system functions |
| ekfSystemDummy | Dummy function for ekfSystem |
| ekfSystemBase2 | Base class of ekf-system functions |
| ukfPredict | Prediction step in ukf |
| predictBase | Base class of prediction-function |
| ukfUpdate | Update step in ukf |
| updateBase | Bass class of update-function |
| ukfEstimate | Calculate filter gain and the updated mean of the state and covariance P |
| estimateBase | Base class of estimation function |
| ukfPredict_sr | Prediction step in square root ukf |
| ukfUpdate_sr | Update step in square root ukf |
| ukfEstimate_sr | Calculate filter gain and the updated mean of the state and Cholesky factor S of covariance P of a UKF |
| predictBase_sr | Base class of prediction function |
| updateBase_sr | Bass class of update_sr-function |
| estimateBase_sr | Base class of estimation function |