Constant velocity Kalman filter. More...
#include <types_declaration.h>
Public Member Functions | |
| void | InitFilter (Vector4d &x_init) |
| Init filter. | |
| void | SetIdentity (Matrix &M, int size, double value=1) |
| Set a matrix to identity. | |
| void | SetZero (Matrix &M, int size) |
| Set a matrix to zero. | |
Protected Member Functions | |
| void | makeA () |
| Make the process Jacobian matrix. | |
| void | makeBaseA () |
| Make the base constant process Jacobian matrix. | |
| void | makeBaseH () |
| Make measurement sensitivity matrix. | |
| void | makeBaseV () |
| Make measurement noise sensitivity matrix. | |
| void | makeBaseW () |
| Make process noise sensitivity matrix. | |
| void | makeCommonProcess () |
| This function is called before all other make something functions. | |
| void | makeMeasure () |
| Make measurement, used when measurement is not possible (i'm not using it now). | |
| void | makeProcess () |
| Make process, model iteration. | |
| void | makeQ () |
| Make process noise covariance matrix. | |
| void | makeR () |
| Make measurement noise covariance matrix. | |
Protected Attributes | |
| double | dt |
| Time interval between measurements. | |
| Vector2d | inovation_error |
| Time | lt |
| Time of the last call to the makeCommonProcess function. | |
| Vector4d | x_predicted |
| Vector2d | z_measured |
Constant velocity Kalman filter.
This class implements a constant velocity Kalman filter on two variables (x,y).
This filter is linear and should use KFilter instead of EKFilter, but this way its easier to expand.
![\[ X = \left [ \begin{array}{c} x \\ \\ \dot x \\ \\ y\\ \\ \dot y \end{array} \right ] \]](form_0.png)
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Definition at line 74 of file types_declaration.h.
| void constant_velocity_ekfilter::InitFilter | ( | Vector4d & | x_init | ) |
Init filter.
Inits the filter with a start vector
| x_init | start position of the filter |
Definition at line 51 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeA | ( | ) | [protected] |
Make the process Jacobian matrix.
Definition at line 101 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeBaseA | ( | ) | [protected] |
Make the base constant process Jacobian matrix.
Definition at line 78 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeBaseH | ( | ) | [protected] |
Make measurement sensitivity matrix.
Definition at line 107 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeBaseV | ( | ) | [protected] |
Make measurement noise sensitivity matrix.
Definition at line 118 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeBaseW | ( | ) | [protected] |
Make process noise sensitivity matrix.
Definition at line 113 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeCommonProcess | ( | ) | [protected] |
This function is called before all other make something functions.
It's currently being used to update the time interval between iterations (dt).
Definition at line 71 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeMeasure | ( | ) | [protected] |
Make measurement, used when measurement is not possible (i'm not using it now).
Definition at line 195 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeProcess | ( | ) | [protected] |
Make process, model iteration.
Definition at line 183 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeQ | ( | ) | [protected] |
Make process noise covariance matrix.
Definition at line 164 of file types_implementation.cpp.
| void constant_velocity_ekfilter::makeR | ( | ) | [protected] |
Make measurement noise covariance matrix.
Definition at line 123 of file types_implementation.cpp.
| void constant_velocity_ekfilter::SetIdentity | ( | Matrix & | M, | |
| int | size, | |||
| double | value = 1 | |||
| ) |
Set a matrix to identity.
Set diagonal elements to 1 or the input parameter value and all others to 0.
This function only works properly in square matrices.
| M | matrix to set | |
| size | size of the matrix, this should not be needed, i'll remove it in a further expansion | |
| value | optional value for the diagonal elements, default is 1 |
Definition at line 34 of file types_implementation.cpp.
| void constant_velocity_ekfilter::SetZero | ( | Matrix & | M, | |
| int | size | |||
| ) |
Set a matrix to zero.
Set all elements of a matrix to zero.
This function only works properly in square matrices.
| M | matrix to set | |
| size | size of the matrix, this should not be needed, i'll remove it in a further expansion |
Definition at line 44 of file types_implementation.cpp.
double constant_velocity_ekfilter::dt [protected] |
Time interval between measurements.
Definition at line 110 of file types_declaration.h.
Vector2d constant_velocity_ekfilter::inovation_error [protected] |
Definition at line 116 of file types_declaration.h.
Time constant_velocity_ekfilter::lt [protected] |
Time of the last call to the makeCommonProcess function.
Definition at line 112 of file types_declaration.h.
Vector4d constant_velocity_ekfilter::x_predicted [protected] |
Definition at line 114 of file types_declaration.h.
Vector2d constant_velocity_ekfilter::z_measured [protected] |
Definition at line 115 of file types_declaration.h.
