Package org.hipparchus.util
Class AbstractUnscentedTransform
- java.lang.Object
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- org.hipparchus.util.AbstractUnscentedTransform
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- All Implemented Interfaces:
UnscentedTransformProvider
- Direct Known Subclasses:
JulierUnscentedTransform,MerweUnscentedTransform
public abstract class AbstractUnscentedTransform extends Object implements UnscentedTransformProvider
Base class for unscented transform providers.- Since:
- 2.2
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Constructor Summary
Constructors Modifier Constructor Description protectedAbstractUnscentedTransform(int stateDim)Constructor.
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description protected abstract doublegetMultiplicationFactor()Get the factor applied to the covariance matrix during the unscented transform.RealVector[]unscentedTransform(RealVector state, RealMatrix covariance)Perform the unscented transform from a state and its covariance.-
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.hipparchus.util.UnscentedTransformProvider
getUnscentedCovariance, getUnscentedMeanState, getWc, getWm, inverseUnscentedTransform
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Method Detail
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unscentedTransform
public RealVector[] unscentedTransform(RealVector state, RealMatrix covariance)
Perform the unscented transform from a state and its covariance.Let n be the state dimension and Si be the ith row of the covariance matrix square root. The returned array is organized as follow. Element 0 contains the process state, also called the mean state. Elements from 1 to n contain the process state + Si. Finally, elements from n + 1 to 2n contain the process state - Si
- Specified by:
unscentedTransformin interfaceUnscentedTransformProvider- Parameters:
state- process statecovariance- covariance associated with the process state- Returns:
- an array containing the sigma points of the unscented transform
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getMultiplicationFactor
protected abstract double getMultiplicationFactor()
Get the factor applied to the covariance matrix during the unscented transform.- Returns:
- the factor applied to the covariance matrix during the unscented transform
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