@ Matthew (Jun 28)
I had the same problem (with P growing exponentially). Like you said: this has to do with the Alpha parameter. It has to do with how the Unscented Transform calculates its transformed mean. In certain cases (I think when measurement covariance is very low, and process covariance is a few orders of magnitude greater), there can be some rounding errors in Matlab, which causing the transformed mean to come up short.
To fix this, I changed the UT function to be like this:
function [y,Y,P,Y1] = ut(f,X,Wm,Wc,n,R)
% y=zeros(n,1); % LINE COMMENTED OUT HERE
% y=y+Wm(k)*Y(:,k); % LINE COMMENTED OUT HERE
y = mean([Y(:,1)'; mean(Y(:,2:end)')]); % LINE ADDED HERE
i construct a gui with the name Hiwi_arbeit where i will plot figure and having values for calculated parameter. i really want to get screenshot of this Hiwi_arbeit fig i try many thing but he doesn work and the screencapture code is not in matlab library. could any one help me please.
I found that for my system, the covariance matrix was growing like crazy (P_k~10^8*P_k-1) and was getting complex.
Try adjusting the alpha parameter. 10e-3 was way too small for my system, and 0.1 was the bare minimum that I could avoid the covariance issues. 0.15 seemed to work best.
in general, alpha is recommended to be between 10e-3 and 1.