CovarianceUtilities.CalculateMahalanobisDistance(Array, Matrix, Array) Method

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Description

Calculates the Mahalanobis distance of the state relative to the mean state given the specified covariance.

 

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Method Signature

CovarianceUtilities.CalculateMahalanobisDistance(

Array meanState,


Matrix covariance,


Array state)

 

 

Arguments

meanState


Description:

The mean state associated with the covariance matrix.

 

 

covariance


Description:

The covariance matrix that describes the Gaussian distribution for the space in which the the Mahalanobis distance is computed.

 

 

state


Description:

The state for which the Mahalanobis distance is computed.

 

 

 

Return Value

Type:

number

 

 

Returns the Mahalanobis distance.

 

Syntax

myVariable1 = CovarianceUtilities.CalculateMahalanobisDistance(myArray1, myMatrix1, myArray2);

 

 

See also

CovarianceUtilities Object