CovarianceUtilities.CalculateUnscentedWeights(Variable, Variable, Variable, Variable) Method

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Description

Computes the covariance matrix from the provided sigma points matrix and Alpha, Beta and Kappa values.

 

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.

 

Method Signature

CovarianceUtilities.CalculateUnscentedWeights(

Variable numberOfStates,


Variable alpha,


Variable beta,


Variable kappa)

 

 

Arguments

numberOfStates


Description:

The number of states for which weighting factors are to be computed.

Valid Range:

numberOfStates > 0

 

 

alpha


Description:

The value for alpha to be used in the Scaled Unscented Transformation. Choosing Alpha << 1 reduces higher order effects when selecting sigma points.

Valid Range:

alpha > 0

 

 

beta


Description:

The value for beta to be used in the Scaled Unscented Transformation. Choosing Beta = 2 reflects a Gaussian distribution.

Valid Range:

beta > 0

 

 

kappa


Description:

The value for kappa to be used in the Scaled Unscented Transformation. Choosing Kappa >= 0 ensures the resulting covariance matrix will be positive semi-definite.

Valid Range:

kappa ≥ 0

 

 

 

Return Value

Type:

Matrix of number

 

 

Returns a matrix of weighting factors.

 

Syntax

myMatrix1 = CovarianceUtilities.CalculateUnscentedWeights(myVariable1, myVariable2, myVariable3, myVariable4);

 

 

See also

CovarianceUtilities Object