Function lupnt::ProcessNoisePosVelAcc¶

Defined in File filter_utils.cc

Function Documentation¶

MatXd lupnt::ProcessNoisePosVelAcc(const MatXd &Q_a, Real dt, const VecXd &beta)¶

Build the position/velocity/acceleration process-noise covariance block for a first-order Gauss-Markov acceleration model, from the per-axis driving noise Q_a, time step dt, and inverse time constants beta.

Called by ProcessNoise::ComputeProcessNoise (ADMC algorithm) to form the [r, v, a] block of the process-noise matrix Q.

Parameters:

Q_a – Per-axis driving-noise: either a diagonal vector or a full matrix, size [n] or [n x n]
dt – Time step [s]
beta – Gauss-Markov inverse time constants per acceleration component, size [n]

Returns:

Position/velocity/acceleration process noise covariance, size [3n x 3n]