基于统计模型（CS）的IMM-kf，程序简单实用-Based on statistical models (CS) of the IMM-kf, simple and practical procedure

CGSVD Compact generalized SVD of a matrix pair in regularization problems. sm = cgsvd(A,L) [U,sm,X,V] = cgsvd(A,L) , sm = [sigma,mu] Computes the generalized SVD of the matrix pair (A,L): [ A ] = [ U 0 ]*[ diag(sigma) 0 ]*inv