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.

 

Timing Precision Mode

This page describes functionality in nanosecond timing precision mode.

 

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 = myCovarianceUtilities1.CalculateMahalanobisDistance(myArray1, myMatrix1, myArray2);

 

See also

CovarianceUtilities Object