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Write a MATLAB script to implement Example 4.

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].

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