Constant velocity Kalman filter. More...

#include <mht_types.h>

Inheritance diagram for constantVelocityEKFilter:

Public Member Functions
void	InitFilter (Vector4d &x_init)
	Init filter. More...

void	InitFilter (Vector4d &x_init, Matrix4d &P_init)

void	SetIdentity (kMatrix &M, int size, double value=1)
	Set a matrix to identity. More...

void	SetZero (kMatrix &M, int size)
	Set a matrix to zero. More...

Public Attributes
Vector3d	inovation_error

int	life_time

int	miss_associations

Vector4d	x_predicted

Vector3d	z_measured

Protected Member Functions
void	makeA ()
	Make the process Jacobian matrix. More...

void	makeBaseA ()
	Make the base constant process Jacobian matrix. More...

void	makeBaseH ()
	Make measurement sensitivity matrix. More...

void	makeBaseV ()
	Make measurement noise sensitivity matrix. More...

void	makeBaseW ()
	Make process noise sensitivity matrix. More...

void	makeCommonProcess ()
	This function is called before all other make something functions. More...

void	makeMeasure ()
	Make measurement, used when measurement is not possible (i'm not using it now) More...

void	makeProcess ()
	Make process, model iteration. More...

void	makeQ ()
	Make process noise covariance matrix. More...

void	makeR ()
	Make measurement noise covariance matrix. More...

Protected Attributes
double	dt
	Time interval between measurements. More...

Time	lt
	Time of the last call to the makeCommonProcess function. More...

Detailed Description

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.

$X = \left[ \begin{array}{c} x \\ \\ y\\ \\ \dot x \\ \\ \dot y \end{array} \right ]$

...

Definition at line 103 of file mht_types.h.

Member Function Documentation

void constantVelocityEKFilter::InitFilter ( Vector4d & x_init )

Init filter.

Inits the filter with a start vector

Parameters

x_init start position of the filter

Definition at line 54 of file mht_types.cpp.

void constantVelocityEKFilter::InitFilter	(	Vector4d &	x_init,
		Matrix4d &	P_init
	)

Definition at line 84 of file mht_types.cpp.

void constantVelocityEKFilter::makeA ( )

protected

Make the process Jacobian matrix.

Definition at line 159 of file mht_types.cpp.

void constantVelocityEKFilter::makeBaseA ( )

protected

Make the base constant process Jacobian matrix.

Definition at line 136 of file mht_types.cpp.

void constantVelocityEKFilter::makeBaseH ( )

protected

Make measurement sensitivity matrix.

Definition at line 165 of file mht_types.cpp.

void constantVelocityEKFilter::makeBaseV ( )

protected

Make measurement noise sensitivity matrix.

Definition at line 178 of file mht_types.cpp.

void constantVelocityEKFilter::makeBaseW ( )

protected

Make process noise sensitivity matrix.

Definition at line 173 of file mht_types.cpp.

void constantVelocityEKFilter::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 131 of file mht_types.cpp.

void constantVelocityEKFilter::makeMeasure ( )

protected

Make measurement, used when measurement is not possible (i'm not using it now)

Definition at line 338 of file mht_types.cpp.

void constantVelocityEKFilter::makeProcess ( )

protected

Make process, model iteration.

Definition at line 326 of file mht_types.cpp.

void constantVelocityEKFilter::makeQ ( )

protected

Make process noise covariance matrix.

Definition at line 290 of file mht_types.cpp.

void constantVelocityEKFilter::makeR ( )

protected

Make measurement noise covariance matrix.

Definition at line 183 of file mht_types.cpp.

void constantVelocityEKFilter::SetIdentity	(	kMatrix &	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.

Parameters

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 37 of file mht_types.cpp.

void constantVelocityEKFilter::SetZero	(	kMatrix &	M,
		int	size
	)

Set a matrix to zero.

Set all elements of a matrix to zero.
This function only works properly in square matrices.

Parameters

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 47 of file mht_types.cpp.

Member Data Documentation

double constantVelocityEKFilter::dt

protected

Time interval between measurements.

Definition at line 148 of file mht_types.h.

Vector3d constantVelocityEKFilter::inovation_error

Definition at line 143 of file mht_types.h.

int constantVelocityEKFilter::life_time

Definition at line 139 of file mht_types.h.

Time constantVelocityEKFilter::lt

protected

Time of the last call to the makeCommonProcess function.

Definition at line 150 of file mht_types.h.

int constantVelocityEKFilter::miss_associations

Definition at line 138 of file mht_types.h.

Vector4d constantVelocityEKFilter::x_predicted

Definition at line 141 of file mht_types.h.

Vector3d constantVelocityEKFilter::z_measured

Definition at line 142 of file mht_types.h.

The documentation for this class was generated from the following files:

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Member Function Documentation

Member Data Documentation