Package org.hipparchus.util

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 Summary

Fields

Modifier and Type	Field	Description
static final double	DEFAULT_KAPPA	Default value for kappa, (0.0, see reference).

Constructor Summary

Constructors

Constructor	Description
JulierUnscentedTransform(int stateDim)	Default constructor.
JulierUnscentedTransform(int stateDim, double kappa)	Simple constructor.

Method Summary

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

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

Field Details

DEFAULT_KAPPA

public static final double DEFAULT_KAPPA

Default value for kappa, (0.0, see reference).

See Also:

• Constant Field Values

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:

• DEFAULT_KAPPA
• JulierUnscentedTransform(int, double)

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