Package org.hipparchus.util

Class AbstractUnscentedTransform

java.lang.Object

org.hipparchus.util.AbstractUnscentedTransform

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractUnscentedTransform(int stateDim)	Constructor.

Method Summary

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

Methods inherited from interface org.hipparchus.util.UnscentedTransformProvider

getUnscentedCovariance, getUnscentedMeanState, getWc, getWm, inverseUnscentedTransform

Constructor Details

AbstractUnscentedTransform

protected AbstractUnscentedTransform(int stateDim)

Constructor.

Parameters:

stateDim - the dimension of the state

Method Details

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 interface UnscentedTransformProvider

Parameters:

state - process state

covariance - covariance associated with the process state

Returns:

an array containing the sigma points of the unscented transform

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