www.pudn.com > trackingdemos.zip > get_approx_cov.m

% function crossXY = get_approx_cov(X, Y, rho) 
% 
% get approximate cross-covariance of the state estimate from different local tracker (YBS95, pp. 455) 
% 
% Input parameters:  
%     X   --------- the covariance of the state estimate from tracker i 
%     Y   --------- the covariance of the state estimate from tracker j 
%     rho --------- approximation term chosen within (-1, 1) 
% Output parameters: 
%     crossXY ----- the approxiamte cross-covariance between X and Y 
 
function crossXY = get_approx_cov(X, Y, rho) 
[n1, n2] = size(X); 
[n3, n4] = size(Y); 
 
if n1~=n2 | n3~=n4 | n1~=n3 
     errmsg = [ 'Incorrect dimension of the state estimates!' ]; 
     errordlg(errmsg, 'DTA Simulation: Warning', 'modal'); 
     return; 
end     
crossXY = zeros(size(X)); 
for i=1:n1 
    for j=1:n1 
        rho1 = X(i,j)/sqrt(X(i,i)*X(j,j)); 
        rho2 = Y(i,j)/sqrt(Y(i,i)*Y(j,j)); 
        crossXY(i,j) = rho * sqrt(X(i,i)*Y(j,j)*abs(rho1*rho2)) * sign(rho1) * sign(rho2); 
    end 
end