Partial implementation of KalmanFilterPredictInterface for 1st order multivariate (linear) integrator systems. The state variables are expected to be ordered in a 2 * XDim vector where the first XDim variables are the order 0 states and the 2nd XDim variables are their corresponding derivatives. More...

#include <kalman_filter_linear_ord1.hpp>

Inheritance diagram for tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >:

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Public Member Functions
void	computef (const Eigen::Matrix< NumType, UDim, 1 > &_u) override
	Interface for computation of the state transition function vector f_. More...

void	computePhi () override
	Interface for computation of the state transition matrix Phi_. More...

void	computeQ () override
	Interface for computation of the state process noise matrix Q_. More...

virtual void	computeSigmaInit () override
	Interface for initialization of the state covariance matrix Sigma_. More...

	KalmanFilterLinOrd1 (ParamType &_params)

virtual void	precompute (const double &_Ta) override
	Interface for precomputation function called at the beginning of the prediction step. More...

void	setNN (const size_t &_i, const double &_val)
	Sets a noise variance parameter. More...

Public Member Functions inherited from tuw::KalmanFilterPredictInterface< NumType, 2 *XDim, UDim, ParamType >
void	init (const Eigen::Matrix< NumType, XDim, 1 > &_x0)
	Initializes the state vector and triggers initialization of Sigma_. More...

	KalmanFilterPredictInterface (ParamType &_params)

	KalmanFilterPredictInterface (const KalmanFilterPredictInterface &)=default

	KalmanFilterPredictInterface (KalmanFilterPredictInterface &&)=default

KalmanFilterPredictInterface &	operator= (const KalmanFilterPredictInterface &)=default

KalmanFilterPredictInterface &	operator= (KalmanFilterPredictInterface &&)=default

const ParamType &	param () const
	Parameters const acces. More...

void	predict (const Eigen::Matrix< NumType, UDim, 1 > &_u, const double &_Ta)
	Performs the prediction step. More...

void	predict (const Eigen::Matrix< NumType, UDim, 1 > &_u, const double &_Ta)
	Performs the prediction step with resizing. More...

void	predict (const double &_Ta)

virtual	~KalmanFilterPredictInterface ()=default

Public Member Functions inherited from tuw::KalmanFilter< NumType, XDim >
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

Private Attributes
Eigen::Matrix< NumType, XDim, 1 >	nn_
	container storing state noise variance values. More...

bool	recalculate_

bool	recalculateQ_

double	Ta_

double	TaCub_

double	TaSqr_

Additional Inherited Members
Public Types inherited from tuw::KalmanFilterPredictInterface< NumType, 2 *XDim, UDim, ParamType >
using	ParamsType = ParamType
	Parameter type. More...

Public Types inherited from tuw::KalmanFilter< NumType, XDim >
using	NumericalType = NumType
	Numerical type. More...

Static Public Attributes inherited from tuw::KalmanFilter< NumType, XDim >
static constexpr const int	xDim = XDim
	State vector size More...

Protected Attributes inherited from tuw::KalmanFilterPredictInterface< NumType, 2 *XDim, UDim, ParamType >
Eigen::Matrix< NumType, XDim, 1 >	f_
	State transition function vector More...

ParamType &	params_
	Filter parameters. More...

Eigen::Matrix< NumType, XDim, XDim >	Phi_

Eigen::Matrix< NumType, XDim, XDim >	Q_
	to the state variables More...

Protected Attributes inherited from tuw::KalmanFilter< NumType, XDim >
Eigen::Matrix< NumType, XDim, XDim >	Sigma_
	State covariance matrix More...

Eigen::Matrix< NumType, XDim, 1 >	x_
	State vector More...

Detailed Description

template<typename NumType, size_t XDim, size_t UDim, typename ParamType>
class tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >

Partial implementation of KalmanFilterPredictInterface for 1st order multivariate (linear) integrator systems. The state variables are expected to be ordered in a 2 * XDim vector where the first XDim variables are the order 0 states and the 2nd XDim variables are their corresponding derivatives.

Definition at line 46 of file kalman_filter_linear_ord1.hpp.