ProcessNoiseSettings#

class ProcessNoiseSettings(type: str, Q_cont: CovarianceMatrix, beta: ndarray | None = None)#

Bases: object

Process noise configuration for the filter.

A lightweight container that selects the process noise model type and stores its continuous-time covariance and model-specific parameters. Passed to FilterSettings and consumed by FilterOD subclasses to build the concrete ProcessNoise object.

Parameters:

  • type (str) – Process noise model type: 'SNC' (State Noise Compensation), 'DMC' (Dynamic Model Compensation), or 'STOC' (stochastic).

  • Q_cont (CovarianceMatrix) – Continuous-time process noise power spectral density matrix \(Q_c\).

  • beta (np.ndarray, optional) – DMC only — diagonal decay-rate vector \(\beta\) (units: 1/time) for the first-order Gauss–Markov stochastic acceleration model. Required when type is 'DMC'.

Raises:

  • ValueError – If type is not one of 'SNC', 'DMC', or 'STOC'.

  • ValueError – If type is 'DMC' and beta is None.

Notes

The concrete ProcessNoise subclass (StateNoiseCompensation or DynamicModelCompensation) is instantiated lazily by the filter, not here.

See also

scarabaeus.FilterSettings

Bundles this object with the initial covariance.

scarabaeus.StateNoiseCompensation

SNC process noise model.

scarabaeus.DynamicModelCompensation

DMC process noise model.

Attributes:
Q_cont

Continuous-time process noise power spectral density matrix \(Q_c\).

beta

DMC only — diagonal decay-rate vector \(\beta\) (units: 1/time) for the first-order Gauss–Markov stochastic acceleration model.

type

Process noise model type: 'SNC', 'DMC', or 'STOC'.

property Q_cont: CovarianceMatrix#

Continuous-time process noise power spectral density matrix \(Q_c\).

property beta: ndarray | None#

1/time) for the first-order Gauss–Markov stochastic acceleration model.

Type:

DMC only — diagonal decay-rate vector \(\beta\) (units

property type: str#

'SNC', 'DMC', or 'STOC'.

Type:

Process noise model type