www.pudn.com > un_IMM_PDAF.zip > Create_Elipse.m

function ElipseHand = Create_Elipse(y,H,P,R) 
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 
% Create_Elipse - draws the Kalman covariance matrix volume in 2-D 
% Input: 
%  y    - the observation at time t 
%  H    - the observation matrix 
%  P    - the covariance matrix 
%  R    - the observation covariance 
% Output: 
%   ElipseHand  - handle to the elipse object 
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 
 
% paramater 
VolFactor = 3; % sqrt(gamma); 
 
t = 0:.1:2*pi+.1; 
circle = [cos(t);sin(t)]*VolFactor; 
        
S = H*P*H' + R;  
[u,sing,v] = svd(S); 
elipse = u*sing*circle; 
 
figure(gcf); 
%hold on; 
 
ElipseHand = plot(elipse(1,:)+y(1), elipse(2,:)+y(2),'r');        
 
%drawnow;  
%hold off;