Function ukf runs the unscented Kalman filter for the given
non-linear Gaussian model of class ssm_nlg,
and returns the filtered estimates and one-step-ahead predictions of the
states \(\alpha_t\) given the data up to time \(t\).
ukf(model, alpha = 1, beta = 0, kappa = 2)Model model
Tuning parameters for the UKF.
List containing the log-likelihood,
one-step-ahead predictions at and filtered
estimates att of states, and the corresponding variances Pt and
Ptt.