#include <iteratedextendedkalmanfilter.h>
Classes | |
struct | MeasUpdateVariablesIExt |
Public Member Functions | |
void | AllocateMeasModelIExt (const vector< unsigned int > &meas_dimensions) |
Function to allocate memory needed during the measurement update,. | |
void | AllocateMeasModelIExt (const unsigned int &meas_dimensions) |
Function to allocate memory needed during the measurement update. | |
IteratedExtendedKalmanFilter (Gaussian *prior, unsigned int nr_it=1, InnovationCheck *innov=NULL) | |
virtual | ~IteratedExtendedKalmanFilter () |
Destructor. | |
Protected Member Functions | |
virtual void | MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
Measurement Update (overloaded) | |
virtual void | SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u) |
System Update. | |
Private Attributes | |
Matrix | _F |
ColumnVector | _innovation |
InnovationCheck * | _innovationChecker |
pointer to InnovationCheck (to end the iterations if the innovation is too small) | |
ColumnVector | _J |
std::map< unsigned int, MeasUpdateVariablesIExt > | _mapMeasUpdateVariablesIExt |
std::map< unsigned int, MeasUpdateVariablesIExt > ::iterator | _mapMeasUpdateVariablesIExt_it |
unsigned int | _nr_iterations |
number of iterations for iterated extended kalman filter | |
SymmetricMatrix | _P_Matrix |
SymmetricMatrix | _Q |
Matrix | _S_i |
ColumnVector | _x |
ColumnVector | _x_i |
ColumnVector | _x_i_prev |
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.
Definition at line 40 of file iteratedextendedkalmanfilter.h.
BFL::IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter | ( | Gaussian * | prior, |
unsigned int | nr_it = 1 , |
||
InnovationCheck * | innov = NULL |
||
) |
Constructor
prior | pointer to the Monte Carlo Pdf prior density |
nr_it | the number of iterations in one update |
innov | pointer to InnovationCheck (to end the iterations of the innovation is too small) |
Definition at line 31 of file iteratedextendedkalmanfilter.cpp.
Destructor.
Definition at line 45 of file iteratedextendedkalmanfilter.cpp.
void BFL::IteratedExtendedKalmanFilter::AllocateMeasModelIExt | ( | const vector< unsigned int > & | meas_dimensions | ) |
Function to allocate memory needed during the measurement update,.
Definition at line 49 of file iteratedextendedkalmanfilter.cpp.
void BFL::IteratedExtendedKalmanFilter::AllocateMeasModelIExt | ( | const unsigned int & | meas_dimensions | ) |
Function to allocate memory needed during the measurement update.
Definition at line 67 of file iteratedextendedkalmanfilter.cpp.
void BFL::IteratedExtendedKalmanFilter::MeasUpdate | ( | MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const | measmodel, |
const MatrixWrapper::ColumnVector & | z, | ||
const MatrixWrapper::ColumnVector & | s | ||
) | [protected, virtual] |
Measurement Update (overloaded)
Update the filter's Posterior density using the sensor measurements, an input and the measurement model. This method is used when the measurements depend on the inputs too (doesn't happen very often, does it?) BEWARE: the first time the measurment update is called with a new size of measurement, new allocations are done
measmodel | pointer to the measurement model the filter should use |
z | sensor measurement |
s | input to the system (must be of the same type as u for now, since this was not yet implemented in ConditionalPdf |
Implements BFL::KalmanFilter.
Definition at line 99 of file iteratedextendedkalmanfilter.cpp.
void BFL::IteratedExtendedKalmanFilter::SysUpdate | ( | SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, |
const MatrixWrapper::ColumnVector & | u | ||
) | [protected, virtual] |
System Update.
Update the filter's Posterior density using the deterministic inputs to the system and the system model
sysmodel | pointer to the system model the filter should use |
u | input to the system |
Implements BFL::KalmanFilter.
Definition at line 80 of file iteratedextendedkalmanfilter.cpp.
Matrix BFL::IteratedExtendedKalmanFilter::_F [private] |
Definition at line 102 of file iteratedextendedkalmanfilter.h.
ColumnVector BFL::IteratedExtendedKalmanFilter::_innovation [private] |
Definition at line 101 of file iteratedextendedkalmanfilter.h.
pointer to InnovationCheck (to end the iterations if the innovation is too small)
Definition at line 79 of file iteratedextendedkalmanfilter.h.
ColumnVector BFL::IteratedExtendedKalmanFilter::_J [private] |
Definition at line 100 of file iteratedextendedkalmanfilter.h.
std::map<unsigned int, MeasUpdateVariablesIExt> BFL::IteratedExtendedKalmanFilter::_mapMeasUpdateVariablesIExt [private] |
Definition at line 106 of file iteratedextendedkalmanfilter.h.
std::map<unsigned int, MeasUpdateVariablesIExt>::iterator BFL::IteratedExtendedKalmanFilter::_mapMeasUpdateVariablesIExt_it [private] |
Definition at line 107 of file iteratedextendedkalmanfilter.h.
unsigned int BFL::IteratedExtendedKalmanFilter::_nr_iterations [private] |
number of iterations for iterated extended kalman filter
Definition at line 77 of file iteratedextendedkalmanfilter.h.
SymmetricMatrix BFL::IteratedExtendedKalmanFilter::_P_Matrix [private] |
Definition at line 104 of file iteratedextendedkalmanfilter.h.
SymmetricMatrix BFL::IteratedExtendedKalmanFilter::_Q [private] |
Definition at line 103 of file iteratedextendedkalmanfilter.h.
Matrix BFL::IteratedExtendedKalmanFilter::_S_i [private] |
Definition at line 105 of file iteratedextendedkalmanfilter.h.
ColumnVector BFL::IteratedExtendedKalmanFilter::_x [private] |
Definition at line 97 of file iteratedextendedkalmanfilter.h.
ColumnVector BFL::IteratedExtendedKalmanFilter::_x_i [private] |
Definition at line 98 of file iteratedextendedkalmanfilter.h.
ColumnVector BFL::IteratedExtendedKalmanFilter::_x_i_prev [private] |
Definition at line 99 of file iteratedextendedkalmanfilter.h.