OpenKalman
Static Public Attributes | List of all members
OpenKalman::UnscentedParametersParameterEstimation Struct Reference

Unscented parameters for use in parameter estimation. More...

#include <Unscented.hpp>

Static Public Attributes

static constexpr double alpha = 0.001
 Scaling factor (typically 0.001 but may be from 0.0001 to 1).
 
static constexpr double beta = 2.0
 Factor to compensate for the distribution (beta==2 is optimal for Gaussian distributions).
 
template<std::size_t dim>
static constexpr double kappa = 3. - double(dim)
 Secondary scaling parameter. More...
 

Detailed Description

Unscented parameters for use in parameter estimation.

Member Data Documentation

◆ kappa

template<std::size_t dim>
constexpr double OpenKalman::UnscentedParametersParameterEstimation::kappa = 3. - double(dim)
static

Secondary scaling parameter.

Usually 0 for state estimation and kurtosis-dim for parameter estimation. This makes it possible to match some of the fourth-order terms. (For Gaussian, kurtosis = 3).


The documentation for this struct was generated from the following file: