Interface UnscentedTransformProvider

    • Method Detail

      • unscentedTransform

        RealVector[] unscentedTransform​(RealVector state,
                                        RealMatrix covariance)
        Perform the unscented transform from a state and its covariance.
        Parameters:
        state - process state
        covariance - covariance associated with the process state
        Returns:
        an array containing the sigma points of the unscented transform
      • getWc

        RealVector getWc()
        Get the covariance weights.
        Returns:
        the covariance weights
      • getWm

        RealVector getWm()
        Get the mean weights.
        Returns:
        the mean weights