Scaled symmetric sigma points. More...
#include <Unscented.hpp>
Inheritance diagram for OpenKalman::Unscented< Parameters >:
Collaboration diagram for OpenKalman::Unscented< Parameters >:
Static Public Member Functions | |
| template<std::size_t dim> | |
| static constexpr auto | unscaled_W0 () |
| The unscaled W0 parameter. More... | |
| template<std::size_t dim> | |
| static constexpr auto | unscaled_W () |
| The unscaled W parameter. More... | |
| template<typename... Dist, std::enable_if_t<(gaussian_distribution< Dist > and ...) and(sizeof...(Dist) > 0> | |
| static auto | sample_points (const Dist &...ds) |
| Calculate the scaled and translated sigma points, given a prior distribution and noise terms. More... | |
 Static Public Member Functions inherited from OpenKalman::internal::ScaledSigmaPointsBase< Unscented< Parameters > > | |
| static auto | weighted_means (YMeans &&y_means) |
| static auto | covariance (const X &x_deviations, const Y &y_deviations) |
| Calculate the posterior covariance, given prior and posterior deviations from the sigma points. More... | |
Static Public Attributes | |
| template<std::size_t dim> | |
| static constexpr std::size_t | sigma_point_count = dim * 2 + 1 |
| Number of sigma points. More... | |
| static constexpr auto | alpha = Parameters::alpha |
| The alpha parameter. More... | |
| static constexpr auto | beta = Parameters::beta |
| The beta parameter. More... | |
Detailed Description
template<typename Parameters = UnscentedParametersStateEstimation>
struct OpenKalman::Unscented< Parameters >
Scaled symmetric sigma points.
As implemented in, e.g., E. Wan & R. van der Merwe, "The unscented Kalman filter for nonlinear estimation," in Proc. of IEEE Symposium (AS-SPCC), pp. 153-158. S. Julier. The scaled unscented tests. In Proceedings of the American Control Conference, Evanston, IL, pages 1108–1114, 2002.
Member Function Documentation
◆ sample_points()
template<typename Parameters = UnscentedParametersStateEstimation>
template<typename... Dist, std::enable_if_t<(gaussian_distribution< Dist > and ...) and(sizeof...(Dist) > 0>
|
inlinestatic |
Calculate the scaled and translated sigma points, given a prior distribution and noise terms.
The mean of the sample points is effectively translated the origin.
- Template Parameters
-
Dist The prior distribution and any optional noise distributions.
- Returns
- A tuple of sigma point matrices, one matrix for each input and noise distribution. Each column of these matrices corresponds to a sigma point.
◆ unscaled_W()
template<typename Parameters = UnscentedParametersStateEstimation>
template<std::size_t dim>
|
inlinestatic |
The unscaled W parameter.
- Template Parameters
-
dim The total number of dimensions of all inputs.
- Note
- Used by base class.
◆ unscaled_W0()
template<typename Parameters = UnscentedParametersStateEstimation>
template<std::size_t dim>
|
inlinestatic |
The unscaled W0 parameter.
- Template Parameters
-
dim The total number of dimensions of all inputs.
- Note
- Used by base class.
Member Data Documentation
◆ alpha
template<typename Parameters = UnscentedParametersStateEstimation>
|
static |
The alpha parameter.
- Note
- Used by base class.
◆ beta
template<typename Parameters = UnscentedParametersStateEstimation>
|
static |
The beta parameter.
- Note
- Used by base class.
◆ sigma_point_count
template<typename Parameters = UnscentedParametersStateEstimation>
template<std::size_t dim>
|
static |
Number of sigma points.
- Template Parameters
-
dim Number of dimensions of the input variable.
- Note
- Used by base class.
The documentation for this struct was generated from the following file:
- OpenKalman/transforms/sample-points/Unscented.hpp
