Click or drag to resize

StateTransitionMatrix.PopulateCovarianceCollection Method

Transforms an initial covariance matrix forward in time using the given collection of state transition matrices.

Namespace:  AGI.Foundation.Propagators
Assembly:  AGI.Foundation.Models (in AGI.Foundation.Models.dll) Version: 25.1.421.0 (25.1.421.0)
Syntax
Copy
public static DateMotionCollection<Matrix> PopulateCovarianceCollection(
	Matrix initialCovariance,
	DateMotionCollection<Matrix> stateTransitionMatrices,
	TransitionType transitionType
)

Parameters

initialCovariance
Type: AGI.Foundation.Coordinates.Matrix
The initial covariance matrix that corresponds with the first time step in the collection.
stateTransitionMatrices
Type: AGI.Foundation.DateMotionCollection<Matrix>
The DateMotionCollection<T> of the state transition matrices and their corresponding times to be used to move the covariance values forward in time.
transitionType
Type: AGI.Foundation.Propagators.TransitionType
Indicates type of the given state transition matrices. See also TransitionType.

Return Value

Type: DateMotionCollection<Matrix>
A new date motion collection of covariances which corresponds to the state transition matrices.
See Also