tuw::KalmanFilter< NumType, XDim > Class Template Reference

Minimal cass implementing the Extended Kalman Filter algorithm. More...

#include <kalman_filter.hpp>

Inheritance diagram for tuw::KalmanFilter< NumType, XDim >:

Public Types
using	NumericalType = NumType
	Numerical type. More...

Public Member Functions
void	init (const Eigen::Matrix< NumType, XDim, 1 > &_x0, const Eigen::Matrix< NumType, XDim, XDim > &_Sigma0)
	Initializes state and covariance of filter. More...
	KalmanFilter ()=default
	KalmanFilter (const KalmanFilter &)=default
	KalmanFilter (KalmanFilter &&)=default
KalmanFilter &	operator= (const KalmanFilter &)=default
KalmanFilter &	operator= (KalmanFilter &&)=default
void	predict (const Eigen::Matrix< NumType, XDim, 1 > &_f, const Eigen::Matrix< NumType, XDim, XDim > &_Phi, const Eigen::Matrix< NumType, XDim, XDim > &_Q)
	Preforms Kalman prediction step. More...
const Eigen::Matrix< NumType, XDim, XDim > &	Sigma () const
	State covariance matrix const access. More...
template<int UpdateDim>
void	update (const Eigen::Matrix< NumType, UpdateDim, 1 > &_deltah, const Eigen::Matrix< NumType, UpdateDim, XDim > &_C, const Eigen::Matrix< NumType, UpdateDim, UpdateDim > &_R)
	Preforms Kalman update step. More...
const Eigen::Matrix< NumType, XDim, 1 > &	x () const
	State vector const access. More...
virtual	~KalmanFilter ()=default

Static Public Attributes
static constexpr const int	xDim = XDim
	State vector size More...

Protected Attributes
Eigen::Matrix< NumType, XDim, XDim >	Sigma_
	State covariance matrix More...
Eigen::Matrix< NumType, XDim, 1 >	x_
	State vector More...

Detailed Description

template<typename NumType, int XDim>
class tuw::KalmanFilter< NumType, XDim >

Minimal cass implementing the Extended Kalman Filter algorithm.

Template Parameters

NumType	Numerical type of the underlying variables (matrices, vectors)
XDim	Dimension of the state vector. Value -1 relates to dynamic size state vector

Definition at line 51 of file kalman_filter.hpp.

Member Typedef Documentation

template<typename NumType , int XDim>

using tuw::KalmanFilter< NumType, XDim >::NumericalType = NumType

Numerical type.

Definition at line 73 of file kalman_filter.hpp.

Constructor & Destructor Documentation

template<typename NumType , int XDim>

tuw::KalmanFilter< NumType, XDim >::KalmanFilter ( )

default

template<typename NumType , int XDim>

virtual tuw::KalmanFilter< NumType, XDim >::~KalmanFilter ( )

virtualdefault

template<typename NumType , int XDim>

tuw::KalmanFilter< NumType, XDim >::KalmanFilter ( const KalmanFilter< NumType, XDim > &  )

default

template<typename NumType , int XDim>

tuw::KalmanFilter< NumType, XDim >::KalmanFilter ( KalmanFilter< NumType, XDim > &&  )

default

Member Function Documentation

template<typename NumType , int XDim>

void tuw::KalmanFilter< NumType, XDim >::init ( const Eigen::Matrix< NumType, XDim, 1 > &  _x0, const Eigen::Matrix< NumType, XDim, XDim > &  _Sigma0  )

inline

Initializes state and covariance of filter.

Parameters

_x0	Initial state vector
_Sigma0	Initial state covariance matrix

Definition at line 82 of file kalman_filter.hpp.

template<typename NumType , int XDim>

KalmanFilter& tuw::KalmanFilter< NumType, XDim >::operator= ( const KalmanFilter< NumType, XDim > &  )

default

template<typename NumType , int XDim>

KalmanFilter& tuw::KalmanFilter< NumType, XDim >::operator= ( KalmanFilter< NumType, XDim > &&  )

default

template<typename NumType , int XDim>

void tuw::KalmanFilter< NumType, XDim >::predict ( const Eigen::Matrix< NumType, XDim, 1 > &  _f, const Eigen::Matrix< NumType, XDim, XDim > &  _Phi, const Eigen::Matrix< NumType, XDim, XDim > &  _Q  )

inline

Preforms Kalman prediction step.

Parameters

_f	State transition function
_Phi	State transition matrix
_Q	Process noise matrix (mapped in state-space)

Definition at line 94 of file kalman_filter.hpp.

template<typename NumType , int XDim>

const Eigen::Matrix<NumType, XDim, XDim>& tuw::KalmanFilter< NumType, XDim >::Sigma ( ) const

inline

State covariance matrix const access.

Definition at line 125 of file kalman_filter.hpp.

template<typename NumType , int XDim>

template<int UpdateDim>

void tuw::KalmanFilter< NumType, XDim >::update ( const Eigen::Matrix< NumType, UpdateDim, 1 > &  _deltah, const Eigen::Matrix< NumType, UpdateDim, XDim > &  _C, const Eigen::Matrix< NumType, UpdateDim, UpdateDim > &  _R  )

inline

Preforms Kalman update step.

Parameters

_deltah	Measurement error vector
_C	State-to-measurement matrix
_R	Measurement noise matrix (mapped in measurement-space)

Definition at line 108 of file kalman_filter.hpp.

template<typename NumType , int XDim>

const Eigen::Matrix<NumType, XDim, 1>& tuw::KalmanFilter< NumType, XDim >::x ( ) const

inline

State vector const access.

Definition at line 119 of file kalman_filter.hpp.

Member Data Documentation

template<typename NumType , int XDim>

Eigen::Matrix<NumType, XDim, XDim> tuw::KalmanFilter< NumType, XDim >::Sigma_

protected

State covariance matrix

Definition at line 134 of file kalman_filter.hpp.

template<typename NumType , int XDim>

Eigen::Matrix<NumType, XDim, 1> tuw::KalmanFilter< NumType, XDim >::x_

protected

State vector

Definition at line 131 of file kalman_filter.hpp.

template<typename NumType , int XDim>

constexpr const int tuw::KalmanFilter< NumType, XDim >::xDim = XDim

static

State vector size

Definition at line 75 of file kalman_filter.hpp.

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The documentation for this class was generated from the following file:

• kalman_filter.hpp