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( +) and P( -) and the components of K.

(You can use the scripts bierman.m and thornton., but you will have to

compute UDUT and take the square roots of its diagonal values to obtain

RMS uncertainties.)

EXAMPLE 4.4 This example is that of a pulsed radar tracking system. In this

system, radar pulses are sent out and return signals are processed by the Kalman

filter in order to determine the position of maneuvering airborne objects [137]. This

example's equations are drawn from IEEE papers [219, 200].

Thornton UD filter, plotting as a function of time the resulting RMS

estimation uncertainty values of P( +) and P( -) and the components of K.

(You can use the scripts bierman.m and thornton., but you will have to

compute UDUT and take the square roots of its diagonal values to obtain

RMS uncertainties.)

EXAMPLE 4.4 This example is that of a pulsed radar tracking system. In this

system, radar pulses are sent out and return signals are processed by the Kalman

filter in order to determine the position of maneuvering airborne objects [137]. This

example's equations are drawn from IEEE papers [219, 200].

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