Estimate Optimal Coefficients based on Reduced-Drift Virtual Gyro

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).

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 \(Q\).

Value

c A vector of coefficients.

Author

Davide Antonio Cucci