Class JulierUnscentedTransform

  • All Implemented Interfaces:
    UnscentedTransformProvider

    public class JulierUnscentedTransform
    extends AbstractUnscentedTransform
    Unscented transform as defined by Julier and Uhlmann.

    The unscented transform uses three parameters: alpha, beta and kappa. Alpha determines the spread of the sigma points around the process state, kappa is a secondary scaling parameter, and beta is used to incorporate prior knowledge of the distribution of the process state.

    The Julier transform is a particular case of MerweUnscentedTransform with alpha = 1 and beta = 0.

    Since:
    2.2
    See Also:
    "S. J. Julier and J. K. Uhlmann. A New Extension of the Kalman Filter to Nonlinear Systems. Proc. SPIE 3068, Signal Processing, Sensor Fusion, and Target Recognition VI, 182 (July 28, 1997)"
    • Field Detail

      • DEFAULT_KAPPA

        public static final double DEFAULT_KAPPA
        Default value for kappa, (0.0, see reference).
        See Also:
        Constant Field Values
    • Constructor Detail

      • JulierUnscentedTransform

        public JulierUnscentedTransform​(int stateDim)
        Default constructor.

        This constructor uses default value for kappa.

        Parameters:
        stateDim - the dimension of the state
        See Also:
        DEFAULT_KAPPA, JulierUnscentedTransform(int, double)
      • JulierUnscentedTransform

        public JulierUnscentedTransform​(int stateDim,
                                        double kappa)
        Simple constructor.
        Parameters:
        stateDim - the dimension of the state
        kappa - fscaling factor
    • Method Detail

      • getWc

        public RealVector getWc()
        Get the covariance weights.
        Returns:
        the covariance weights
      • getWm

        public RealVector getWm()
        Get the mean weights.
        Returns:
        the mean weights
      • getMultiplicationFactor

        protected double getMultiplicationFactor()
        Get the factor applied to the covariance matrix during the unscented transform.
        Specified by:
        getMultiplicationFactor in class AbstractUnscentedTransform
        Returns:
        the factor applied to the covariance matrix during the unscented transform