Package org.hipparchus.util
Class AbstractUnscentedTransform
- java.lang.Object
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- org.hipparchus.util.AbstractUnscentedTransform
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- All Implemented Interfaces:
UnscentedTransformProvider
- Direct Known Subclasses:
JulierUnscentedTransform
,MerweUnscentedTransform
public abstract class AbstractUnscentedTransform extends Object implements UnscentedTransformProvider
Base class for unscented transform providers.- Since:
- 2.2
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Constructor Summary
Constructors Constructor Description AbstractUnscentedTransform(int stateDim)
Constructor.
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description protected abstract double
getMultiplicationFactor()
Get the factor applied to the covariance matrix during the unscented transform.RealVector[]
unscentedTransform(RealVector state, RealMatrix covariance)
Perform the unscented transform from a state and its covariance.-
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.hipparchus.util.UnscentedTransformProvider
getWc, getWm
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Method Detail
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unscentedTransform
public RealVector[] unscentedTransform(RealVector state, RealMatrix covariance)
Perform the unscented transform from a state and its covariance.Let n be the state dimension and Si be the ith row of the covariance matrix square root. The returned array is organized as follow. Element 0 contains the process state, also called the mean state. Elements from 1 to n contain the process state + Si. Finally, elements from n + 1 to 2n contain the process state - Si
- Specified by:
unscentedTransform
in interfaceUnscentedTransformProvider
- Parameters:
state
- process statecovariance
- covariance associated with the process state- Returns:
- an array containing the sigma points of the unscented transform
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getMultiplicationFactor
protected abstract double getMultiplicationFactor()
Get the factor applied to the covariance matrix during the unscented transform.- Returns:
- the factor applied to the covariance matrix during the unscented transform
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