Function lupnt::GetFilterDynamicsFunction

Function Documentation

FilterDynamicsFunction lupnt::GetFilterDynamicsFunction(const DynamicsFunction &f_dyn)

Wrap a Jacobian-free DynamicsFunction into a FilterDynamicsFunction by computing its state-transition Jacobian F via autodiff (lupnt::jacobian).

Used by application setup code (e.g. example_adaptive.cc) to adapt a user-written dynamics model f_dyn(x, t0, tf, u) into the FilterDynamicsFunction signature expected by Filter::SetDynamicsFunction.

Parameters:

f_dyn – Jacobian-free dynamics function (x, t0, tf, u) -> x_tf

Returns:

Equivalent FilterDynamicsFunction (x, t0, tf, u, F) -> x_tf that also fills in the state-transition Jacobian F via autodiff