CovarianceUtilities.GetCovarianceFromSigmaPoints Method |
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DescriptionComputes 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 nanosecond timing precision mode. Click here to see the documentation for this object in millisecond timing precision mode.
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