I am getting an error in function definition.

Attempt to execute SCRIPT gen_Kalman_coefs as a function:

Error in gen_Kalman_coefs (line 29)

[Kph, Kf] = gen_Kalman_coefs (R, Q, S0, F, G, H, N);

Answer 1

[James Tursa]

gen_Kalman_coefs needs to have the proper function syntax. E.g.,

function [Kph, Kf] = gen_Kalman_coefs (R, Q, S0, F, G, H, N)
% put code here to assign stuff to Kph and Kf
end