Sample EKFilter implementation class, very brief. More...

Protected Member Functions | |
| void | makeMeasure () |
Actual measurement function . Fills in z. More... | |
| void | makeProcess () |
Actual process . Fills in new x by using old x. More... | |
Protected Member Functions inherited from Kalman::EKFilter< T, BEG, OQ, OVR, DBG > | |
| void | NoModification () |
| Allows optimizations on some calculations. More... | |
| virtual void | sizeUpdate () |
| Resizes all vector and matrices. Never call or overload this ! More... | |
| virtual void | makeBaseA () |
| Virtual pre-creator of A. More... | |
| virtual void | makeBaseW () |
| Virtual pre-creator of W. More... | |
| virtual void | makeBaseQ () |
| Virtual pre-creator of Q. More... | |
| virtual void | makeBaseH () |
| Virtual pre-creator of H. More... | |
| virtual void | makeBaseV () |
| Virtual pre-creator of V. More... | |
| virtual void | makeBaseR () |
| Virtual pre-creator of R. More... | |
| virtual void | makeCommonProcess () |
| Optional function used to precalculate common values for process. More... | |
| virtual void | makeA () |
| Virtual creator of A. More... | |
| virtual void | makeW () |
| Virtual creator of W. More... | |
| virtual void | makeQ () |
| Virtual creator of Q. More... | |
| virtual void | makeCommonMeasure () |
| Optional function used to precalculate common values for measurement. More... | |
| virtual void | makeH () |
| Virtual creator of H. More... | |
| virtual void | makeV () |
| Virtual creator of V. More... | |
| virtual void | makeR () |
| Virtual creator of R. More... | |
| virtual void | makeDZ () |
| Hook-up function to modify innovation vector. More... | |
Additional Inherited Members | |
Public Types inherited from Kalman::EKFilter< T, BEG, OQ, OVR, DBG > | |
| enum | { beg = BEG } |
| typedef KMatrix< T, BEG, DBG > | Matrix |
| Matrix type. More... | |
| typedef T | type |
| Type of objects contained in matrices and vectors. More... | |
| typedef KVector< T, BEG, DBG > | Vector |
| Vector type. More... | |
Public Member Functions inherited from Kalman::EKFilter< T, BEG, OQ, OVR, DBG > | |
| void | init (Vector &x_, Matrix &P_) |
| Sets initial conditions for the Kalman Filter. More... | |
| EKFilter () | |
| Default constructor. More... | |
| EKFilter (K_UINT_32 n_, K_UINT_32 nu_, K_UINT_32 nw_, K_UINT_32 m_, K_UINT_32 nv_) | |
| Constructors specifying all necessary matrix and vector dimensions. More... | |
| virtual | ~EKFilter () |
| Virtual destructor. More... | |
| K_UINT_32 | getSizeX () const |
| Returns the size of the state vector. More... | |
| K_UINT_32 | getSizeU () const |
| Returns the size of the input vector. More... | |
| K_UINT_32 | getSizeW () const |
| Returns the size of the process noise vector. More... | |
| K_UINT_32 | getSizeZ () const |
| Returns the size of the measurement vector. More... | |
| K_UINT_32 | getSizeV () const |
| Returns the size of the measurement noise vector. More... | |
| void | setDim (K_UINT_32 n_, K_UINT_32 nu_, K_UINT_32 nw_, K_UINT_32 m_, K_UINT_32 nv_) |
| Sets all dimensions at once. More... | |
| void | setSizeX (K_UINT_32 n_) |
| Sets the size of the state vector. More... | |
| void | setSizeU (K_UINT_32 nu_) |
| Sets the size of the input vector. More... | |
| void | setSizeW (K_UINT_32 nw_) |
| Sets the size of the process noise vector. More... | |
| void | setSizeZ (K_UINT_32 m_) |
| Sets the size of the measurement vector. More... | |
| void | setSizeV (K_UINT_32 nv_) |
| Sets the size of the measurement noise vector. More... | |
| void | step (Vector &u_, const Vector &z_) |
| Makes one prediction-correction step. More... | |
| void | timeUpdateStep (Vector &u_) |
| Makes one prediction step. More... | |
| void | measureUpdateStep (const Vector &z_) |
| Makes one correction step. More... | |
| const Vector & | predict (Vector &u_) |
| Returns the predicted state vector (a priori state estimate). More... | |
| const Vector & | simulate () |
| Returns the predicted measurement vector. More... | |
| const Vector & | getX () const |
| Returns the corrected state (a posteriori state estimate). More... | |
| const Matrix & | calculateP () const |
| Returns the a posteriori error covariance estimate matrix. More... | |
Protected Attributes inherited from Kalman::EKFilter< T, BEG, OQ, OVR, DBG > | |
| Vector | x |
| Corrected state vector. More... | |
| Vector | u |
| Input vector. More... | |
| Vector | z |
| Predicted measurement vector. More... | |
| Vector | dz |
| Innovation vector. More... | |
| Matrix | A |
| A jacobian matrix. More... | |
| Matrix | W |
| A jacobian matrix. More... | |
| Matrix | Q |
| Process noise covariance matrix. More... | |
| Matrix | H |
| A jacobian matrix. More... | |
| Matrix | V |
| A jacobian matrix. More... | |
| Matrix | R |
| Measurement noise covariance matrix. More... | |
| K_UINT_32 | n |
| Size of the state vector. More... | |
| K_UINT_32 | nu |
| Size of the input vector. More... | |
| K_UINT_32 | nw |
| Size of the process noise vector. More... | |
| K_UINT_32 | m |
| Size of the measurement vector. More... | |
| K_UINT_32 | nv |
| Size of the measurement noise vector. More... | |
Sample EKFilter implementation class, very brief.
Definition at line 10 of file ekfilter.cpp.
|
inlineprotectedvirtual |
Actual measurement function
. Fills in z.
This function must be overridden, since it is the core of the measurement system. At the time this will be called, x contains the predicted state (a priori state estimate), which is the one that must be used with the measurement function.
simulate(), which does a calculation and then undoes it before returning the result. Implements Kalman::EKFilter< T, BEG, OQ, OVR, DBG >.
Definition at line 12 of file ekfilter.cpp.
|
inlineprotectedvirtual |
Actual process
. Fills in new x by using old x.
This function must be overridden, since it is the core of the system process.
predict(), which does a calculation and then undoes it before returning the result. Implements Kalman::EKFilter< T, BEG, OQ, OVR, DBG >.
Definition at line 13 of file ekfilter.cpp.