Class JulierUnscentedTransform

java.lang.Object
org.hipparchus.util.AbstractUnscentedTransform
org.hipparchus.util.JulierUnscentedTransform
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)"
  • Field Details

    • DEFAULT_KAPPA

      public static final double DEFAULT_KAPPA
      Default value for kappa, (0.0, see reference).
      See Also:
  • Constructor Details

    • JulierUnscentedTransform

      public JulierUnscentedTransform(int stateDim)
      Default constructor.

      This constructor uses default value for kappa.

      Parameters:
      stateDim - the dimension of the state
      See Also:
    • JulierUnscentedTransform

      public JulierUnscentedTransform(int stateDim, double kappa)
      Simple constructor.
      Parameters:
      stateDim - the dimension of the state
      kappa - fscaling factor
  • Method Details

    • getWc

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

      public RealVector getWm()
      Get the mean weights.
      Returns:
      the mean weights
    • getMultiplicationFactor

      protected double getMultiplicationFactor()
      Get the factor applied to the covariance matrix during the unscented transform.
      Specified by:
      getMultiplicationFactor in class AbstractUnscentedTransform
      Returns:
      the factor applied to the covariance matrix during the unscented transform