Description
Computes the values of the sigma points for all properties in the provided nominal state, using the arguments for the covariance, Alpha, Beta, and Kappa values.
Timing Precision Mode
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Method Signature
Arguments
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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nominalState
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Description:
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The nominal state associated with the covariance matrix.
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covariance
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Description:
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The covariance matrix that describes the Gaussian distribution of uncertainty for the nominal state, from which the sigma points are computed.
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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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weights
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Description:
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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).
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Syntax
CovarianceUtilities.GetSigmaPointsFromCovariance(myVariable1, myVariable2, myVariable3, myArray1, myMatrix1, myMatrix2, myMatrix3);
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See also
CovarianceUtilities Object
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