CovarianceUtilities.GetCovarianceFromSigmaPoints Method

Top

Description

Computes the covariance matrix from the provided sigma points and weights matrices. The sigma points matrix must have the dimensions of N x 2N+1, where N is the number of states, and each column of the matrix is a sigma point state. The weights matrix is 2N + 1 x 2, where column 1 is the mean weights and column 2 is the covariance weights.

Timing Precision Mode

This page describes functionality in millisecond timing precision mode. Millisecond timing precision mode is deprecated and will be removed in a future release. We recommend that you migrate your Mission Plans to nanosecond timing precision mode.

Click here to see the documentation for this object in nanosecond timing precision mode.

Overload List

Signatures	Return Value	Description
CovarianceUtilities.GetCovarianceFromSigmaPoints(Matrix sigmaPoints, Matrix weights)	Matrix	Computes the covariance matrix from the provided sigma points and weights matrices.
CovarianceUtilities.GetCovarianceFromSigmaPoints(Matrix sigmaPoints, Variable alpha, Variable beta, Variable kappa)	Matrix	Computes the covariance matrix from the provided sigma points matrix and Alpha, Beta and Kappa values.