Function navtk::navutils::discretize_van_loan

Function Documentation

std::pair<Matrix, Matrix> navtk::navutils::discretize_van_loan(const Matrix &f, const Matrix &q, double dt)

Converts from continuous-time dynamic system representation to discrete-time representation using the full Van Loan solution.

See discretize_first_order() for variable definitions.

See also

calc_van_loan() if the Phi output is not needed.

See also

discretize_first_order()

See also

discretize_second_order()

Parameters

  • f – Continuous-time dynamics matrix \(\textbf{F}\)

  • q – Continuous-time process noise \(\textbf{Q}\)

  • dt – Time (seconds) over which propagation is to take place ( \(\Delta t\))

Returns

(Phi, Qd) The discrete-time matrices as an std::pair. First is Phi \(=\pmb{\Phi}\), second is Qd \(=\textbf{Q}_{d}\).