Module sigma_points

fetish_lib

Module sigma_points 

Source

Functionsยง

get_sigma_points
Gets the canonical set of 2n + 1 sigma points (see: unscented transform) for the given Schmear. These points are chosen in such a way that their mean and covariance match that of the given schmear.
sigma_points_to_schmear
Given some points, yields a Schmear with their mean and (sample) covariance.
unscented_transform_schmear
Given a Schmear in a compressed space and some FeatureSpaceInfo, computes an estimated featurized Schmear using an unscented transform on the canonical set of 2n + 1 sigma points.