Require expert consultation on Matlab script for an independent study of Kalman Filtering. The current project would request a solution and annotation (So I may understand and explain variable names and functions to my students) to the following:
Write a MATLAB script to implement Example 4.4 using the Bierman–
Thornton UD filter, plotting as a function of time the resulting RMS estimation
uncertainty values of P( þ ) and P(2) and the components of K. (You can use
the scripts bierman.m and thornton.m, but you will have to compute
UDUT and take the square roots of its diagonal values to obtain RMS
I can provide the full text, example 4.4, and scripts bierman.m, thorton.m after contact.
To clarify: I need a working Matlab script to learn from.