#include <iteratedextendedkalmanfilter.h>

Inheritance diagram for BFL::IteratedExtendedKalmanFilter:

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

Detailed Description

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.

Constructor & Destructor Documentation

BFL::IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter	(	Gaussian *	prior,
		unsigned int	nr_it = `1`,
		InnovationCheck *	innov = `NULL`
	)

Constructor

Precondition:: you created the prior

Parameters:

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.

BFL::IteratedExtendedKalmanFilter::~IteratedExtendedKalmanFilter ( ) [virtual]

Destructor.

Definition at line 45 of file iteratedextendedkalmanfilter.cpp.

Member Function Documentation

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

Parameters:

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]`