find_optimal_coefs_vaccaro_pinv: Estimate Optimal Coefficients based on Reduced-Drift Virtual...
In Yuming-Zhang/synimu: Scale-wise Variance Optimization

find_optimal_coefs_vaccaro_pinv

R Documentation

Estimate Optimal Coefficients based on Reduced-Drift Virtual Gyro

Description

This function computes the optimal coefficients for a linear combination of p gyroscopes according to Equation (43) in Richard J. Vaccaro and Ahmed S. Zaki, "Reduced-Drift Virtual Gyro from an Array of Low-Cost Gyros", where Q^{-1} is replaced by the pseudo-inverse of Q, ignoring n singular values, as suggested in Equation (54).

Usage

find_optimal_coefs_vaccaro_pinv(Q, n)

Arguments

`Q`	A `matrix` of size p by p specifying the covariance of the random walk innovation.
`n`	An `integer` indicating the number of singular values to ignore in the calculation of the pseudo-inverse of Q.