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DilutionOfPrecisionCovarianceMatrix Property

Gets the covariance matrix (H).

Namespace:  AGI.Foundation.Navigation
Assembly:  AGI.Foundation.Navigation (in AGI.Foundation.Navigation.dll) Version: 24.1.418.0 (24.1.418.0)
public DenseMatrix CovarianceMatrix { get; }

Return Value

Type: DenseMatrix
The covariance matrix.
Note that internally, we do not calculate to full covariance matrix to speed calculations. If this method is called, we will return the full covariance matrix, making a separate call to calculate it if necessary.
See Also