#include <extendedkalmanfilter.h>

Inheritance diagram for BFL::ExtendedKalmanFilter:

Classes
struct	MeasUpdateVariablesExt
Public Member Functions
void	AllocateMeasModelExt (const vector< unsigned int > &meas_dimensions)
	Function to allocate memory needed during the measurement update,.
void	AllocateMeasModelExt (const unsigned int &meas_dimensions)
	Function to allocate memory needed during the measurement update.
	ExtendedKalmanFilter (Gaussian *prior)
virtual	~ExtendedKalmanFilter ()
	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.
Protected Attributes
Matrix	_F
ColumnVector	_J
std::map< unsigned int, MeasUpdateVariablesExt >	_mapMeasUpdateVariablesExt
std::map< unsigned int, MeasUpdateVariablesExt > ::iterator	_mapMeasUpdateVariablesExt_it
SymmetricMatrix	_Q
ColumnVector	_x

Detailed Description

This is a class implementing the Kalman Filter (KF) class for Extended Kalman Filters.

The System- and MeasurementUpdate equasions are not linear, and will be approximated by local linearisations.

See also:: KalmanFilter

Note:: that if the system/measurement model that you pass to the update calls is not analytical with additive gaussian noise, you will get rubbish results

Definition at line 43 of file extendedkalmanfilter.h.

Constructor & Destructor Documentation

BFL::ExtendedKalmanFilter::ExtendedKalmanFilter ( Gaussian * prior )

Constructor

Precondition:: you created the prior

Parameters:

prior pointer to the Gaussian prior density

Definition at line 32 of file extendedkalmanfilter.cpp.

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

Destructor.

Definition at line 40 of file extendedkalmanfilter.cpp.

Member Function Documentation

void BFL::ExtendedKalmanFilter::AllocateMeasModelExt ( const vector< unsigned int > & meas_dimensions )

Function to allocate memory needed during the measurement update,.

Definition at line 44 of file extendedkalmanfilter.cpp.

void BFL::ExtendedKalmanFilter::AllocateMeasModelExt ( const unsigned int & meas_dimensions )

Function to allocate memory needed during the measurement update.

Definition at line 62 of file extendedkalmanfilter.cpp.

void BFL::ExtendedKalmanFilter::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 87 of file extendedkalmanfilter.cpp.

void BFL::ExtendedKalmanFilter::SysUpdate	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		const MatrixWrapper::ColumnVector &	u
	)		`[protected, virtual]`