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
Arguments
sigmaPoints
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Description:
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The N x 2N+1 matrix that contains the sigma point values for all quantities in the provided nominal state.
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alpha
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Description:
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The value for alpha to be used in the Scaled Unscented Transformation. Choosing Alpha << 1 reduces higher order effects when selecting sigma points.
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Valid Range:
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alpha > 0
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beta
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Description:
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The value for beta to be used in the Scaled Unscented Transformation. Choosing Beta = 2 reflects a Gaussian distribution.
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Valid Range:
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beta > 0
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kappa
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Description:
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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.
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Valid Range:
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kappa ≥ 0
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Return Value
Returns a covariance matrix.
Syntax
myMatrix1 = CovarianceUtilities.GetCovarianceFromSigmaPoints(myMatrix2, myVariable1, myVariable2, myVariable3);
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See also
CovarianceUtilities Object
CovarianceUtilities.GetCovarianceFromSigmaPoints
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