doc correction UKF

Author: franckgaga

src/estimator/kalman.jl

@@ -371,10 +371,10 @@ Both [`LinModel`](@ref) and [`NonLinModel`](@ref) are supported. The unscented K
 is based on the process model :
 ```math
 \begin{aligned}
-    \mathbf{x}(k+1) &= \mathbf{f̂}\Big(\mathbf{x̂}(k), \mathbf{u}(k), \mathbf{d}(k)\Big) 
+    \mathbf{x}(k+1) &= \mathbf{f̂}\Big(\mathbf{x}(k), \mathbf{u}(k), \mathbf{d}(k)\Big) 
                         + \mathbf{w}(k)                                                   \\
-    \mathbf{y^m}(k) &= \mathbf{ĥ^m}\Big(\mathbf{x̂}(k), \mathbf{d}(k)\Big) + \mathbf{v}(k) \\
-    \mathbf{y^u}(k) &= \mathbf{ĥ^u}\Big(\mathbf{x̂}(k), \mathbf{d}(k)\Big)                 \\
+    \mathbf{y^m}(k) &= \mathbf{ĥ^m}\Big(\mathbf{x}(k), \mathbf{d}(k)\Big) + \mathbf{v}(k) \\
+    \mathbf{y^u}(k) &= \mathbf{ĥ^u}\Big(\mathbf{x}(k), \mathbf{d}(k)\Big)                 \\
 \end{aligned}
 ```
 See [`SteadyKalmanFilter`](@ref) for details on ``\mathbf{v}(k), \mathbf{w}(k)`` noises and 

src/sim_model.jl

@@ -161,12 +161,8 @@ function LinModel(
     C   = sys_dis.C;
     Dd  = sys_dis.D[:,nu+1:end]
     # the `let` block captures and fixes A, Bu, Bd, C, Dd values (faster computations):
-    f = let A=A, Bu=Bu, Bd=Bd 
-        (x,u,d) -> A*x + Bu*u + Bd*d
-    end
-    h = let C=C, Dd=Dd
-        (x,d) -> C*x + Dd*d
-    end
+    f = (x,u,d) -> A*x + Bu*u + Bd*d
+    h = (x,d) -> C*x + Dd*d
     return LinModel_ssfunc(A, Bu, C, Bd, Dd, f, h, Ts, nu, nx, ny, nd)
 end