Package org.hipparchus.util
Class JulierUnscentedTransform
java.lang.Object
org.hipparchus.util.AbstractUnscentedTransform
org.hipparchus.util.JulierUnscentedTransform
- All Implemented Interfaces:
UnscentedTransformProvider
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:
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- "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
Modifier and TypeFieldDescriptionstatic final double
Default value for kappa, (0.0, see reference). -
Constructor Summary
ConstructorDescriptionJulierUnscentedTransform
(int stateDim) Default constructor.JulierUnscentedTransform
(int stateDim, double kappa) Simple constructor. -
Method Summary
Methods inherited from class org.hipparchus.util.AbstractUnscentedTransform
unscentedTransform
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.hipparchus.util.UnscentedTransformProvider
getUnscentedCovariance, getUnscentedMeanState, inverseUnscentedTransform
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Field Details
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DEFAULT_KAPPA
public static final double DEFAULT_KAPPADefault value for kappa, (0.0, see reference).- See Also:
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Constructor Details
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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:
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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 Details
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getWc
Get the covariance weights.- Returns:
- the covariance weights
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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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