Function lupnt::ProcessNoisePosVelCoeffs

• Defined in File filter_utils.cc

Function Documentation

Vec3d lupnt::ProcessNoisePosVelCoeffs(Real dt)

Compute the position/velocity process-noise coefficients [C_11, C_21, C_22] for a piecewise-constant white-acceleration (state-noise-compensation) model over a time step dt.

Used by ProcessNoisePosVel to build the position/velocity process noise block, and directly by ProcessNoise::ComputeAccNoise (ASNC algorithm) and ProcessNoise::SolveForQtilde to relate the acceleration noise PSD to the observed position/velocity covariance growth.

Parameters:

dt – Time step [s] (must be positive)

Returns:

Coefficients [C_11, C_21, C_22] for the position/velocity process-noise blocks