Module bayes_estimate::estimators::ud

UD ‘square root’ state estimation.

A discrete Bayesian estimator that uses a ‘square root’ factorisation of the Kalman state representation UDState of the system for estimation.

The linear representation can also be used for non-linear system by using linearised forms of the system model.

Structs

• CorrelatedFactorNoise
  Additive noise.
• ObserveScratch
  Observe Scratch.
• PredictScratch
  Prediction Scratch.
• UDState
  UD State representation.