%URTS_SMOOTH2  Augmented form Unscented Rauch-Tung-Striebel smoother%% Syntax:%   [M,P,S] = URTS_SMOOTH2(M,P,a,Q,[param,alpha,beta,kappa,mat,same_p])%% In:%   M - NxK matrix of K mean estimates from Unscented Kalman filter%   P - NxNxK matrix of K state covariances from Unscented Kalman Filter%   a - Dynamic model function as inline function,%       function handle or name of function in%       form a([x;w],param)%   Q - Non-singular covariance of process noise w%   param - Parameters of a. Parameters should be a single cell array,%           vector or a matrix containing the same parameters for each%           step, or if different parameters are used on each step they%           must be a cell array of the format { param_1, param_2, ...},%           where param_x contains the parameters for step x as a cell array,%           a vector or a matrix.   (optional, default empty)%   alpha - Transformation parameter      (optional)%   beta  - Transformation parameter      (optional)%   kappa - Transformation parameter      (optional)%   mat   - If 1 uses matrix form         (optional, default 0)%   same_p - If 1 uses the same parameters %            on every time step      (optional, default 1)   %% Out:%   K - Smoothed state mean sequence%   P - Smoothed state covariance sequence%   D - Smoother gain sequence%   % Description:%   Unscented Rauch-Tung-Striebel smoother algorithm. Calculate%   "smoothed" sequence from given Kalman filter output sequence by%   conditioning all steps to all measurements.%% Example:%   [...]%% See also:%   URTS_SMOOTH1, UKF_PREDICT2, UKF_UPDATE2% Copyright (C) 2006 Simo S鋜kk