function ydot = sect_5_1_ode_fn_part_a(t,y) % SECT_5_1_ODE_FN_PART_A - returns the time derivative needed to integrate the covariance evolution equations % % Written by: % -- % John L. Weatherwax 2005-08-14 % % email: wax@alum.mit.edu % % Please send comments and especially bug reports to the % above email address. % %----- % the common terms for all parts (ignores the measurement term -P H^T R_C^{-1} H P): ydot = sect_5_1_ode_fn(t,y); % extract the components: y = y(:); p11 = y(1); p12 = y(2); p22 = y(3); % add in the measurement term (-P H^T R_C^{-1} H P): % ydot(1) = ydot(1) - p12^2; ydot(2) = ydot(2) - p12*p22; ydot(3) = ydot(3) - p22^2;