Package org.hipparchus.util
Class JulierUnscentedTransform
- java.lang.Object
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- org.hipparchus.util.AbstractUnscentedTransform
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- org.hipparchus.util.JulierUnscentedTransform
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- All Implemented Interfaces:
UnscentedTransformProvider
public class JulierUnscentedTransform extends AbstractUnscentedTransform
Unscented transform as defined by Julier and Uhlmann.The unscented transform uses three parameters: alpha, beta and kappa. Alpha determines the spread of the sigma points around the process state, kappa is a secondary scaling parameter, and beta is used to incorporate prior knowledge of the distribution of the process state.
The Julier transform is a particular case of
MerweUnscentedTransform
with alpha = 1 and beta = 0.- Since:
- 2.2
- See Also:
- "S. J. Julier and J. K. Uhlmann. A New Extension of the Kalman Filter to Nonlinear Systems. Proc. SPIE 3068, Signal Processing, Sensor Fusion, and Target Recognition VI, 182 (July 28, 1997)"
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Field Summary
Fields Modifier and Type Field Description static double
DEFAULT_KAPPA
Default value for kappa, (0.0, see reference).
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Constructor Summary
Constructors Constructor Description JulierUnscentedTransform(int stateDim)
Default constructor.JulierUnscentedTransform(int stateDim, double kappa)
Simple constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected double
getMultiplicationFactor()
Get the factor applied to the covariance matrix during the unscented transform.RealVector
getWc()
Get the covariance weights.RealVector
getWm()
Get the mean weights.-
Methods inherited from class org.hipparchus.util.AbstractUnscentedTransform
unscentedTransform
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Field Detail
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DEFAULT_KAPPA
public static final double DEFAULT_KAPPA
Default value for kappa, (0.0, see reference).- See Also:
- Constant Field Values
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Constructor Detail
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JulierUnscentedTransform
public JulierUnscentedTransform(int stateDim)
Default constructor.This constructor uses default value for kappa.
- Parameters:
stateDim
- the dimension of the state- See Also:
DEFAULT_KAPPA
,JulierUnscentedTransform(int, double)
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JulierUnscentedTransform
public JulierUnscentedTransform(int stateDim, double kappa)
Simple constructor.- Parameters:
stateDim
- the dimension of the statekappa
- fscaling factor
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Method Detail
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getWc
public RealVector getWc()
Get the covariance weights.- Returns:
- the covariance weights
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getWm
public RealVector getWm()
Get the mean weights.- Returns:
- the mean weights
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getMultiplicationFactor
protected double getMultiplicationFactor()
Get the factor applied to the covariance matrix during the unscented transform.- Specified by:
getMultiplicationFactor
in classAbstractUnscentedTransform
- Returns:
- the factor applied to the covariance matrix during the unscented transform
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