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| IteratedExtendedKalmanFilter (Gaussian *prior, unsigned int nr_it=1, InnovationCheck *innov=NULL) |
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virtual | ~IteratedExtendedKalmanFilter () |
| Destructor.
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void | AllocateMeasModelIExt (const vector< unsigned int > &meas_dimensions) |
| Function to allocate memory needed during the measurement update,.
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void | AllocateMeasModelIExt (const unsigned int &meas_dimensions) |
| Function to allocate memory needed during the measurement update.
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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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virtual void | SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u) |
| System Update. More...
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virtual void | MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
| Measurement Update (overloaded) 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 Iterated Extended Kalman Filters.
The System- and MeasurementUpdate equasions are not linear, and will be approximated by local linearisations.
- See also
- KalmanFilter
Definition at line 40 of file iteratedextendedkalmanfilter.h.
Pdf<MatrixWrapper::ColumnVector >* _post |
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protectedinherited |
Pointer to the Posterior Pdf.
The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing inputs and measurements. A filter does not maintain the beliefs at all timesteps t, since this leads to non-constant (or ever growing if you prefer) memory requirements. However, it is possible, to copy the Posterior density at all timesteps in your application by means of the PostGet() member function
- See also
- PostGet()
Definition at line 95 of file filter.h.