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| SRIteratedExtendedKalmanFilter (Gaussian *prior, unsigned int nr_it=1) |
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virtual | ~SRIteratedExtendedKalmanFilter () |
| Destructor.
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virtual void | SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u) |
| Perform a system update with the current measurement model ans system model using an input u. More...
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virtual void | SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel) |
| Perform a system update with the current measurement model and system model.
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virtual void | MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
| Perform a measurement update use a measurement model, measurements z and virutal measurements s. More...
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virtual void | MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
| Perform a measurement update use a measurement model, measurements z.
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MatrixWrapper::Matrix | SRCovarianceGet () const |
| Returns a square root of the covariance of the measurement input u.
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void | SRCovarianceSet (MatrixWrapper::Matrix JP_new) |
| Set the square root covariance to a specific value.
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void | PriorSet (MatrixWrapper::ColumnVector &X, MatrixWrapper::SymmetricMatrix &P) |
| Set mean and covariance of the state estimation to a specific value.
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virtual void | CalculateMeasUpdate (MatrixWrapper::ColumnVector z, MatrixWrapper::ColumnVector Z, MatrixWrapper::Matrix H, MatrixWrapper::SymmetricMatrix R) |
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virtual void | CalculateMatrix (MatrixWrapper::Matrix &H_i, MatrixWrapper::SymmetricMatrix &R_i, MatrixWrapper::Matrix &invS, MatrixWrapper::Matrix &Sr, MatrixWrapper::Matrix &K_i) |
| Calculate K_i , invS and Sr. More...
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virtual void | CalculateMean (MatrixWrapper::ColumnVector &x_k, const MatrixWrapper::ColumnVector &z, MatrixWrapper::ColumnVector &Z_i, MatrixWrapper::Matrix &K_i) |
| Calculate the new state estimate. More...
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virtual void | CalculateCovariance (MatrixWrapper::Matrix &R_vf, MatrixWrapper::Matrix &H_i, MatrixWrapper::Matrix &invS, MatrixWrapper::Matrix &SR) |
| Calculate the covariance of the new state estimate (P_k) More...
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virtual Gaussian * | PostGet () |
| Get Posterior density. More...
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void | AllocateMeasModel (const vector< unsigned int > &meas_dimensions) |
| Function to allocate memory needed during the measurement update,.
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void | AllocateMeasModel (const unsigned int &meas_dimensions) |
| Function to allocate memory needed during the measurement update.
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virtual void | Reset (Pdf< MatrixWrapper::ColumnVector > *prior) |
| Reset Filter.
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
| Full Update (system with inputs/sensing params) More...
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
| Full Update (system without inputs, with sensing params) More...
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
| Full Update (system without inputs/sensing params) More...
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
| Full Update (system with inputs, without sensing params) More...
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u) |
| System Update (system with inputs) More...
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel) |
| System Update (system without inputs) More...
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virtual bool | Update (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
| Measurement Update (system with "sensing params") More...
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virtual bool | Update (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
| Measurement Update (system without "sensing params") More...
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int | TimeStepGet () const |
| Get current time. More...
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void | PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s) |
| Set covariance of posterior estimate.
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void | PostMuSet (const MatrixWrapper::ColumnVector &c) |
| Set expected value of posterior estimate.
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void | CalculateSysUpdate (const MatrixWrapper::ColumnVector &J, const MatrixWrapper::Matrix &F, const MatrixWrapper::SymmetricMatrix &Q) |
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void | CalculateMeasUpdate (const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &Z, const MatrixWrapper::Matrix &H, const MatrixWrapper::SymmetricMatrix &R) |
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virtual bool | UpdateInternal (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
| Actual implementation of Update, varies along filters. More...
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void | CalculateNis (const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &Z, const MatrixWrapper::Matrix &H, const MatrixWrapper::SymmetricMatrix &R) |
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This is a class implementing the Kalman Filter (KF) class for Square Root Iterated Extended Kalman Filters. this is a possible implementation of a Kalman filter, which in will yield better numerical stable results, since the covariance matrix is defined as the Square root of the Covariance matrix of the state estimation. See
@Book{ Anderson_auxiliary,
author = {Anderson, B.D.O. and Moore, J.B.},
title = {Optimal filtering},
publisher = {Prentice-Hall, Englewood Cliffs, NJ },
year = {1979}
}
for more details. Note that this particular implementation:
Definition at line 53 of file SRiteratedextendedkalmanfilter.h.