Struct bayes_estimate::noise::CoupledNoise

pub struct CoupledNoise<N: RealField, D: Dim, QD: Dim>
where
    DefaultAllocator: Allocator<N, D, QD> + Allocator<N, QD>,
{
    pub q: OVector<N, QD>,
    pub G: OMatrix<N, D, QD>,
}

Additive noise.

Noise represented as a noise variance vector and a noise coupling matrix. The noise covariance is G.q.G’.

Fields

q: OVector<N, QD>

Noise variance

G: OMatrix<N, D, QD>

Noise coupling

Implementations

impl<N: Copy + RealField, D: Dim> CoupledNoise<N, D, D>

where DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>,

pub fn from_uncorrelated(uncorrelated: UncorrelatedNoise<N, D>) -> Self

Creates a CoupledNoise from an UncorrelatedNoise. The resulting ‘G’ is an identity matrix.

pub fn from_correlated( correlated: &CorrelatedNoise<N, D> ) -> Result<Self, &'static str>

Creates a CoupledNoise from the Cholesky factor of a CorrelatedNoise. The CorrelatedNoise must be PSD. The resulting ‘q’ is always a vector of 1s.