042-highlight-matlab.tex

\documentclass{article}\usepackage{graphicx, color}
%% maxwidth is the original width if it is less than linewidth
%% otherwise use linewidth (to make sure the graphics do not exceed the margin)
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\usepackage{framed}
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\newenvironment{knitrout}{}{} % an empty environment to be redefined in TeX


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\def\urltilda{\kern -.15em\lower .7ex\hbox{\~{}}\kern .04em}%

\newcommand{\hlstd}[1]{\textcolor[rgb]{0,0,0}{#1}}%
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\newcommand{\hlopt}[1]{\textcolor[rgb]{0,0,0}{#1}}
\usepackage{url}
\IfFileExists{upquote.sty}{\usepackage{upquote}}{}
\begin{document}

Normal R chunks.

\begin{knitrout}
\definecolor{shadecolor}{rgb}{1, 1, 1}\color{fgcolor}\begin{kframe}
\begin{flushleft}
\ttfamily\noindent
\hlnumber{1}{\ }\hlkeyword{+}{\ }\hlnumber{1}\mbox{}
\normalfont
\end{flushleft}
\begin{verbatim}
## [1] 2
\end{verbatim}
\begin{flushleft}
\ttfamily\noindent
\hlsymbol{x}{\ }\hlassignement{=}{\ }\hlfunctioncall{rnorm}\hlkeyword{(}\hlnumber{5}\hlkeyword{)}\mbox{}
\normalfont
\end{flushleft}
\end{kframe}
\end{knitrout}


Highlight matlab chunks. Note you need to install highlight from \url{http://www.andre-simon.de}, and you probably need to put its binary path into PATH; otherwise just use the engine.path option, e.g.

\noindent\verb|<<engine='highlight', engine.path = 'full/path/to/highlight'>>=|


\noindent
\ttfamily
\hlstd{}\hlkwa{function\ }\hlstd{Y\ }\hlopt{=\ }\hlstd{kalmanM}\hlopt{(}\hlstd{pos}\hlopt{)}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{dt}\hlopt{=}\hlstd{}\hlnum{1}\hlstd{}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{}\hlslc{\%\%\ Initialize\ state\ transition\ matrix}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{A}\hlopt{={[}\ }\hlstd{}\hlnum{1\ 0\ }\hlstd{dt\ }\hlnum{0\ 0\ 0}\hlstd{}\hlopt{;}\hlstd{...}\hlstd{\ \ \ \ \ }\hlstd{}\hlslc{\%\ {[}x}\hlstd{\ \ }\hlslc{{]}}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ \ }\hlstd{}\hlnum{0\ 1\ 0\ }\hlstd{dt\ }\hlnum{0\ 0}\hlstd{}\hlopt{;}\hlstd{...}\hlstd{\ \ \ \ \ }\hlstd{}\hlslc{\%\ {[}y}\hlstd{\ \ }\hlslc{{]}}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ \ }\hlstd{}\hlnum{0\ 0\ 1\ 0\ }\hlstd{dt\ }\hlnum{0}\hlstd{}\hlopt{;}\hlstd{...}\hlstd{\ \ \ \ \ }\hlstd{}\hlslc{\%\ {[}Vx{]}}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ \ }\hlstd{}\hlnum{0\ 0\ 0\ 1\ 0\ }\hlstd{dt}\hlopt{;}\hlstd{...}\hlstd{\ \ \ \ \ }\hlstd{}\hlslc{\%\ {[}Vy{]}}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ \ }\hlstd{}\hlnum{0\ 0\ 0\ 0\ 1\ 0\ }\hlstd{}\hlopt{;}\hlstd{...}\hlstd{\ \ \ \ \ }\hlstd{}\hlslc{\%\ {[}Ax{]}}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ \ }\hlstd{}\hlnum{0\ 0\ 0\ 0\ 0\ 1\ }\hlstd{}\hlopt{{]};}\hlstd{\ \ \ \ \ \ \ }\hlopt{}\hlstd{}\hlslc{\%\ {[}Ay{]}}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{}\hlslc{\%\ Initialize\ measurement\ matrix}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{H\ }\hlopt{=\ {[}\ }\hlstd{}\hlnum{1\ 0\ 0\ 0\ 0\ 0}\hlstd{}\hlopt{;\ }\hlstd{}\hlnum{0\ 1\ 0\ 0\ 0\ 0\ }\hlstd{}\hlopt{{]};}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{Q\ }\hlopt{=\ }\hlstd{eye}\hlopt{(}\hlstd{}\hlnum{6}\hlstd{}\hlopt{);}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{R\ }\hlopt{=\ }\hlstd{}\hlnum{1000\ }\hlstd{}\hlopt{{*}\ }\hlstd{eye}\hlopt{(}\hlstd{}\hlnum{2}\hlstd{}\hlopt{);}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{x\textunderscore est\ }\hlopt{=\ }\hlstd{zeros}\hlopt{(}\hlstd{}\hlnum{6}\hlstd{}\hlopt{,\ }\hlstd{}\hlnum{1}\hlstd{}\hlopt{);}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{p\textunderscore est\ }\hlopt{=\ }\hlstd{zeros}\hlopt{(}\hlstd{}\hlnum{6}\hlstd{}\hlopt{,\ }\hlstd{}\hlnum{6}\hlstd{}\hlopt{);}\hspace*{\fill}\\
\hlstd{\hspace*{\fill}\\
}\hlstd{\ \ }\hlstd{numPts\ }\hlopt{=\ }\hlstd{}\hlkwa{size}\hlstd{}\hlopt{(}\hlstd{pos}\hlopt{,}\hlstd{}\hlnum{1}\hlstd{}\hlopt{);}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{Y\ }\hlopt{=\ }\hlstd{zeros}\hlopt{(}\hlstd{numPts}\hlopt{,\ }\hlstd{}\hlnum{2}\hlstd{}\hlopt{);}\hspace*{\fill}\\
\hlstd{\hspace*{\fill}\\
}\hlstd{\ \ }\hlstd{}\hlkwa{for\ }\hlstd{idx\ }\hlopt{=\ }\hlstd{}\hlnum{1}\hlstd{}\hlopt{:}\hlstd{numPts\hspace*{\fill}\\
}\hlstd{\ \ \ \ }\hlstd{z\ }\hlopt{=\ }\hlstd{pos}\hlopt{(}\hlstd{idx}\hlopt{,\ :)}\hlstd{'}\hlopt{;}\hspace*{\fill}\\
\hlstd{\hspace*{\fill}\\
}\hlstd{\ \ \ \ }\hlstd{}\hlslc{\%\%\ Predicted\ state\ and\ covariance}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{x\textunderscore prd\ }\hlopt{=\ }\hlstd{A\ }\hlopt{{*}\ }\hlstd{x\textunderscore est}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{p\textunderscore prd\ }\hlopt{=\ }\hlstd{A\ }\hlopt{{*}\ }\hlstd{p\textunderscore est\ }\hlopt{{*}\ }\hlstd{A'\ }\hlopt{+\ }\hlstd{Q}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{}\hlslc{\%\%\ Estimation}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{S\ }\hlopt{=\ }\hlstd{H\ }\hlopt{{*}\ }\hlstd{p\textunderscore prd'\ }\hlopt{{*}\ }\hlstd{H'\ }\hlopt{+\ }\hlstd{R}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{B\ }\hlopt{=\ }\hlstd{H\ }\hlopt{{*}\ }\hlstd{p\textunderscore prd'}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{klm\textunderscore gain\ }\hlopt{=\ (}\hlstd{S\ $\backslash$\ B}\hlopt{)}\hlstd{'}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{}\hlslc{\%\%\ Estimated\ state\ and\ covariance}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{x\textunderscore est\ }\hlopt{=\ }\hlstd{x\textunderscore prd\ }\hlopt{+\ }\hlstd{klm\textunderscore gain\ }\hlopt{{*}\ (}\hlstd{z\ }\hlopt{{-}\ }\hlstd{H\ }\hlopt{{*}\ }\hlstd{x\textunderscore prd}\hlopt{);}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{p\textunderscore est\ }\hlopt{=\ }\hlstd{p\textunderscore prd\ }\hlopt{{-}\ }\hlstd{klm\textunderscore gain\ }\hlopt{{*}\ }\hlstd{H\ }\hlopt{{*}\ }\hlstd{p\textunderscore prd}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{}\hlslc{\%\%\ Compute\ the\ estimated\ measurements}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ \ \ }\hlstd{Y}\hlopt{(}\hlstd{idx}\hlopt{,\ :)\ =\ }\hlstd{H\ }\hlopt{{*}\ }\hlstd{x\textunderscore est}\hlopt{;}\hspace*{\fill}\\
\hlstd{}\hlstd{\ \ }\hlstd{}\hlkwa{end}\hlstd{\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ }\hlkwa{}\hlstd{}\hlslc{\%\ of\ the\ function}\hspace*{\fill}\\
\hlstd{}\hlkwa{end}\hlstd{\ \ \ }\hlkwa{}\hlstd{}\hlslc{\%\ of\ the\ function}\hlstd{}\hspace*{\fill}\\
\mbox{}
\normalfont
\normalsize



\end{document}