function ydot = sect_5_1_ode_fn_part_c(t,y) % SECT_5_1_ODE_FN_PART_C - 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 + p11^2 ); ydot(2) = ydot(2) - ( p12*p22 + p11*p12 ); ydot(3) = ydot(3) - ( p22^2 + p12^2 );