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Write a MATLAB script to implement Example 4.4 using the Bierman-Thornton UD filter, plotting as a function of time the resulting RMSestimation uncertainty values of P( +) and P( -) and the components of K.(You can use the scripts bierman.m and thornton., but you will have tocompute UDUT and take the square roots of its diagonal values to obtainRMS uncertainties.)EXAMPLE 4.4 This example is that of a pulsed radar tracking system. In thissystem, radar pulses are sent out and return signals are processed by the Kalmanfilter in order to determine the position of maneuvering airborne objects [137]. Thisexample’s equations are drawn from IEEE papers [219, 200].

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