Class AbstractUnscentedTransform

    • Constructor Detail

      • AbstractUnscentedTransform

        public AbstractUnscentedTransform​(int stateDim)
        Constructor.
        Parameters:
        stateDim - the dimension of the state
    • Method Detail

      • 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