SimpleUKF constructor
SimpleUKF(})
Implementation
factory SimpleUKF(int dimX, int dimZ, double dt, Function hx, Function fx,
SigmaPointFunction sigmaFn, int numSigmas,
{Function? xMeanFn, Function? zMeanFn}) {
Matrix x = filledWithZeros(1, columns: dimX);
Matrix p = Matrix.identity(dimX);
Matrix q = Matrix.identity(dimX);
Matrix r = Matrix.identity(dimZ);
Matrix weightsMean = sigmaFn.weightsMean;
Matrix weightsCov = sigmaFn.weightsCov;
Matrix sigmasF = filledWithZeros(numSigmas, columns: dimX);
Matrix sigmasH = filledWithZeros(numSigmas, columns: dimZ);
Matrix k = filledWithZeros(dimZ, columns: dimX);
Matrix y = filledWithZeros(1, columns: dimZ).transpose();
Matrix z = Matrix.fromRows([Vector.randomFilled(dimZ)]);
Matrix s = filledWithZeros(dimZ);
return SimpleUKF._(x, p, dt, hx, fx, sigmaFn, q, r, weightsMean, weightsCov,
sigmasF, sigmasH, k, y, z, s, dimX, dimZ, numSigmas);
}