Typedef lupnt::ProcessNoiseFunction

• Defined in File filter.h

Typedef Documentation

typedef std::function<MatXd(const State &x, Real t0, Real tf)> lupnt::ProcessNoiseFunction

Function signature for computing the process noise covariance accumulated over [t0, tf].

Stored in Filter::f_proc_ (via SetProcessNoiseFunction) and called once per Predict step by EKF::Predict, UDUEKF::Predict, and UKF::Predict to form Q_, which is added to the propagated state covariance.

Param x:

State at time t0

Param t0:

Current time [s]

Param tf:

End time [s]

Return:

Process noise covariance matrix, size [n_x x n_x]