Vulcan
Aerospace Engineering Utilities Built on Janus
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vulcan::random_walk::Coeffs Struct Reference

Pre-computed random walk coefficients. More...

#include <RandomWalk.hpp>

Public Attributes

double gain
 Noise input gain: K * √(Δt).

Detailed Description

Pre-computed random walk coefficients.

For rate random walk with parameter K [units/s/√Hz]: x[k+1] = x[k] + gain * w[k] where w[k] ~ N(0,1) and gain = K * √(Δt)

The variance grows linearly with time: Var(x) = K² * t

Member Data Documentation

◆ gain

double vulcan::random_walk::Coeffs::gain

Noise input gain: K * √(Δt).


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