Perturbation(const Gaussian & p) :
Gaussian(p), x_ct(p.size()), P_ct(p.size()) {
x_ct.clear();
P_ct.clear();
}
/**
* 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);
}
