Function navtk::filtering::monte_carlo_approx_rpy

Function Documentation

EstimateWithCovariance navtk::filtering::monte_carlo_approx_rpy(const EstimateWithCovariance &ec, const std::function<Vector(const Vector&)> &fx, Size num_samples = 100)

Pass samples of a joint Gaussian through a function that generates Euler angle attitude results and calculate the ensemble mean and covariance of the result.

Parameters

  • ec – First and second moments of an N-state starting distribution.

  • fx – A function that takes an N-length observation (x) and maps it to a 3-length Euler angle result (RPY).

  • num_samples – Number of samples to pass through fun to generate the statistics.

Returns

A pair containing 3 Vector roll, pitch, and yaw attitude and the associated 3x3 Matrix of tilt covariances.