/** * Discrete perturbation from continuous specifications. * - The variance integrates linearly with dt: * - P = Pct.P * _dt * - Therefore, the mean values integrate with time linearly with the square root of dt: * - x = Pct.x * sqrt(_dt) * * \param Pct a continuous-time Gaussian process noise. * \param _dt the time interval to integrate. */ void set_from_continuous(Gaussian & Pct, double _dt) { JFR_ASSERT(Pct.size() == size(), "Sizes mismatch"); set_x_continuous(Pct.x()); set_P_continuous(Pct.P()); set_from_continuous(_dt); }