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EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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An argument of transform() that is uncertain: something with a mean, a space, and either a covariance, whose lower triangle covarianceLower() gives, or a lower-triangular root \( S \) of it, \( S S^T = \Sigma \), which root() gives.
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#include <EmrysFilter/Models/Linearization.h>
An argument of transform() that is uncertain: something with a mean, a space, and either a covariance, whose lower triangle covarianceLower() gives, or a lower-triangular root \( S \) of it, \( S S^T = \Sigma \), which root() gives.
A GaussianParams, a Gaussian, and a GaussianMarginal give the covariance; a SqrtGaussianParams and a SqrtGaussian give the root, which the sigma-point methods spread their points by as it is (Transform::root()), and whose covariance is formed only where a method needs it. The information forms are not inputs, since their mean fails where the precision is singular: convert one with toSqrt() or toGaussian(), which report that failure.