Emrys::StationaryVariance< Scalar > Struct Template Reference

The stationary variance \( \sigma^2 \) of an OrnsteinUhlenbeck model, named so that it cannot be given in the place of its time constant. More...

#include <EmrysFilter/Models/ProcessModel.h>

Public Attributes
Scalar	value
	\( \sigma^2 \), nonnegative

Detailed Description

template<RealScalar Scalar = double>
struct Emrys::StationaryVariance< Scalar >

The stationary variance \( \sigma^2 \) of an OrnsteinUhlenbeck model, named so that it cannot be given in the place of its time constant.

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

• EmrysFilter/Models/ProcessModel.h