Function lupnt::ProcessNoisePosVelAccCoeffs¶

Defined in File filter_utils.cc

Function Documentation¶

Mat6Xd lupnt::ProcessNoisePosVelAccCoeffs(Real dt, const VecXd &beta)¶

Compute the position/velocity/acceleration process-noise coefficients [C_11, C_21, C_22, C_31, C_32, C_33] (one column per acceleration component) for a first-order Gauss-Markov (exponentially-correlated) acceleration model with time constants 1/beta over a time step dt.

Used by ProcessNoisePosVelAcc to build the position/velocity/acceleration process noise block, and directly by ProcessNoise::ComputeAccNoise (ADMC algorithm) and ProcessNoise::SolveForQtilde.

Parameters:

dt – Time step [s] (must be positive)
beta – Gauss-Markov inverse time constants per acceleration component, size [n]

Returns:

Coefficient matrix, size [6 x n] (rows: C_11, C_21, C_22, C_31, C_32, C_33)