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Vulcan
Aerospace Engineering Utilities Built on Janus
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Pre-computed random walk coefficients. More...
#include <RandomWalk.hpp>
Public Attributes | |
| double | gain |
| Noise input gain: K * √(Δt). | |
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
| double vulcan::random_walk::Coeffs::gain |
Noise input gain: K * √(Δt).