Class EwmaCovarianceProvider
Defined in File ewma_covariance_provider.h
Inheritance Relationships
Base Type
public adi_imu::ImuCovarianceInterface(Class ImuCovarianceInterface)
Class Documentation
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class EwmaCovarianceProvider : public adi_imu::ImuCovarianceInterface
Exponentially Weighted Moving Average covariance estimator.
Computes variance using exponential smoothing: variance_t = alpha * (x_t - mean_t)^2 + (1-alpha) * variance_{t-1}
Adapts continuously with O(1) memory. Alpha controls responsiveness:
Higher alpha (0.1): Fast adaptation, more sensitivity
Lower alpha (0.01): Slow adaptation, smoother estimates
Public Functions
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explicit EwmaCovarianceProvider(double alpha = DEFAULT_ALPHA, size_t warmup_samples = DEFAULT_WARMUP_SAMPLES, double min_variance = DEFAULT_MIN_VARIANCE, MotionDetector motion_detector = MotionDetector())
Construct EWMA covariance estimator.
- Parameters:
alpha – Smoothing factor (0 < alpha < 1). Typical 0.01-0.1
warmup_samples – Samples before covariance is considered valid.
min_variance – Minimum variance floor.
motion_detector – Optional motion detector for stationary filtering.
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virtual void addSample(const Vec3 &accel, const Vec3 &gyro) override
Process a new IMU sample for covariance estimation.
- Parameters:
accel – Linear acceleration sample (m/s^2)
gyro – Angular velocity sample (rad/s)
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virtual bool isReady() const override
Check if covariance estimation is ready (calibration complete).
- Returns:
true if covariance values are valid and ready to use.
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virtual CovarianceMatrix getAccelCovariance() const override
Get the linear acceleration covariance matrix.
- Returns:
3x3 covariance matrix row-major order.
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virtual CovarianceMatrix getGyroCovariance() const override
Get the angular velocity covariance matrix.
- Returns:
3x3 covariance matrix row-major order.