UnscentedKalmanFilterOD.GetSigmaPointsFromCovariance(Matrix, Matrix) Method

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Description

Computes the values of the sigma points for all properties in the state vector, using the current value of the filter covariance and the Alpha, Beta, and Kappa values specified on the object.

Timing Precision Mode

This page describes functionality in nanosecond timing precision mode.

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Method Signature

UnscentedKalmanFilterOD.GetSigmaPointsFromCovariance(	Matrix sigmaPoints,
	Matrix weights)

Arguments

sigmaPoints
Description:	The N x 2N+1 matrix of all the sigma point states for the filter's state vector.

weights
Description:	The 2*N+1 x 2 matrix of weighting factors (where column 1 is the weights for the mean and column 2 is the weights for covariance).

Syntax

myUnscentedKalmanFilterOD1.GetSigmaPointsFromCovariance(myMatrix1, myMatrix2);