Incomplete documentation of covariance coordinates transformation and shifting
In the StateCovariance
class, the changeCovarianceType
enables to change the coordinates of the state, using the Jacobian matrix of the transformation i.e. a linear approximation. This needs to be made clear in the documentation, as coordinate changes are usually non-linear mappings, meaning the actual covariance matrix does not exactly match the linearized case (and the distribution is not in general Gaussian anymore).
As for frame changes, they are usually linear so the linearization does not introduce any approximation.
The word "linearization" should also appear in the shiftBy
method, as again propagation is usually non-linear.
Edited by Romain Serra