`torchfilter.filters._square_root_unscented_kalman_filter`

Private module; avoid importing from directly.

Module Contents

Classes

SquareRootUnscentedKalmanFilter

Square-root formulation of UKF.

class torchfilter.filters._square_root_unscented_kalman_filter.SquareRootUnscentedKalmanFilter(*, dynamics_model: DynamicsModel, measurement_model: KalmanFilterMeasurementModel, sigma_point_strategy: utils.SigmaPointStrategy | None = None)[source]

Bases: torchfilter.base.KalmanFilterBase

Inheritance diagram of torchfilter.filters._square_root_unscented_kalman_filter.SquareRootUnscentedKalmanFilter

Square-root formulation of UKF.

From Algorithm 3.1 of Merwe et al [1].

[1] The square-root unscented Kalman filter for state and parameter-estimation. https://ieeexplore.ieee.org/document/940586/