Description
Computes the covariance matrix from the provided sigma points matrix and Alpha, Beta and Kappa values.
Timing Precision Mode
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Method Signature
Arguments
sigmaPoints
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Description:
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The N x 2N+1 matrix that contains the sigma point values for all quantities in the provided nominal state.
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alpha
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Description:
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The value for alpha to be used in the Scaled Unscented Transformation. Choosing Alpha << 1 reduces higher order effects when selecting sigma points.
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Valid Range:
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alpha > 0
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beta
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Description:
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The value for beta to be used in the Scaled Unscented Transformation. Choosing Beta = 2 reflects a Gaussian distribution.
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Valid Range:
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beta > 0
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kappa
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Description:
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The value for kappa to be used in the Scaled Unscented Transformation. Choosing Kappa >= 0 ensures the resulting covariance matrix will be positive semi-definite.
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Valid Range:
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kappa ≥ 0
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Return Value
Returns a covariance matrix.
Syntax
myMatrix1 = CovarianceUtilities.GetCovarianceFromSigmaPoints(myMatrix2, myVariable1, myVariable2, myVariable3);
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See also
CovarianceUtilities Object
CovarianceUtilities.GetCovarianceFromSigmaPoints
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