vulcan::markov::Coeffs Struct Reference

Discretized first-order Markov process coefficients. More...

#include <MarkovProcess.hpp>

Public Attributes
double	phi
	State transition: exp(-Δt/τ).
double	q
	Process noise gain: σ·√(1-φ²).

Detailed Description

Discretized first-order Markov process coefficients.

For discrete-time step: x[k+1] = φ·x[k] + q·w[k]

where: φ = exp(-Δt/τ) is the state transition q = σ·√(1-φ²) preserves steady-state variance w[k] ~ N(0,1)

Member Data Documentation

phi

double vulcan::markov::Coeffs::phi

State transition: exp(-Δt/τ).

q

double vulcan::markov::Coeffs::q

Process noise gain: σ·√(1-φ²).

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The documentation for this struct was generated from the following file:

• include/vulcan/sensors/MarkovProcess.hpp