%UT_MWEIGHTS - Generate matrix form unscented transformation weights
%
% Syntax:
% [WM,W,c] = ut_mweights(n,alpha,beta,kappa)
%
% In:
% n - Dimensionality of random variable
% alpha - Transformation parameter (optional, default 0.5)
% beta - Transformation parameter (optional, default 2)
% kappa - Transformation parameter (optional, default 3-size(X,1))
%
% Out:
% WM - Weight vector for mean calculation
% W - Weight matrix for covariance calculation
% c - Scaling constant
%
% Description:
% Computes matrix form unscented transformation weights.
%
% Copyright (C) 2006 Simo Särkkä
%
% $Id: ut_mweights.m 109 2007-09-04 08:32:58Z jmjharti $
%
% This software is distributed under the GNU General Public
% Licence (version 2 or later); please refer to the file
% Licence.txt, included with the software, for details.
function [WM,W,c] = ut_mweights(n,alpha,beta,kappa)
%
% Check which arguments are there
%
if nargin < 1
error('At least dimensionality n required.');
end
if nargin < 2
alpha = [];
end
if nargin < 3
beta = [];
end
if nargin < 4
kappa = [];
end
[WM,WC,c] = ut_weights(n,alpha,beta,kappa);
W = eye(length(WC)) - repmat(WM,1,length(WM));
W = W * diag(WC) * W';