Variable beluga::estimate

Variable Documentation

constexpr detail::estimate_fn beluga::estimate

Calculate the estimate (mean and covariance) of a range of values.

The inputs are a range of values and a range of corresponding weights. It supports floating-point numbers, vectors, and Lie group elements like SE2 and SE3.

The function does not assume that the input weights are normalized. It normalizes the weights while iterating, which might have a performance impact. Specifically, the function has to iterate over the weights multiple times (e.g., once to compute the mean, and again to compute the covariance). The normalization factor is computed once, but division for normalizing the weights is performed each time a weight is accessed.