Function navtk::filtering::second_order_discretization_strategy

• Defined in File discretization_strategy.hpp

Function Documentation

std::pair<Matrix, Matrix> navtk::filtering::second_order_discretization_strategy(const Matrix &F, const Matrix &G, const Matrix &Q, double dt)

Calculates approximations of the state-transition matrices using a second-order model.

Parameters

• F – Linearized propagation matrix.

• G – Maps the noise matrix Q to the states.

• Q – Continuous time process noise matrix.

• dt – Delta time in seconds from the current filter time to the target propagation time.

Returns

A pair containing Phi (discrete-time state transition matrix) and Qd (discrete-time process noise covariance matrix).