Interface for simplified manipulation of specialized (Extended) Kalman Filter prediction part.
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void | init (const Eigen::Matrix< NumType, XDim, 1 > &_x0) |
| Initializes the state vector and triggers initialization of Sigma_. More...
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| KalmanFilterPredictInterface (ParamType &_params) |
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| KalmanFilterPredictInterface (const KalmanFilterPredictInterface &)=default |
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| KalmanFilterPredictInterface (KalmanFilterPredictInterface &&)=default |
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KalmanFilterPredictInterface & | operator= (const KalmanFilterPredictInterface &)=default |
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KalmanFilterPredictInterface & | operator= (KalmanFilterPredictInterface &&)=default |
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const ParamType & | param () const |
| Parameters const acces. More...
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template<int i = XDim, typename std::enable_if<(i > = 0> |
void | predict (const Eigen::Matrix< NumType, UDim, 1 > &_u, const double &_Ta) |
| Performs the prediction step. More...
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template<int i = XDim, typename std::enable_if<(i==-1)>::type * = nullptr> |
void | predict (const Eigen::Matrix< NumType, UDim, 1 > &_u, const double &_Ta) |
| Performs the prediction step with resizing. More...
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template<int i = UDim, typename std::enable_if<(i==0)>::type * = nullptr> |
void | predict (const double &_Ta) |
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virtual | ~KalmanFilterPredictInterface ()=default |
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void | init (const Eigen::Matrix< NumType, XDim, 1 > &_x0, const Eigen::Matrix< NumType, XDim, XDim > &_Sigma0) |
| Initializes state and covariance of filter. More...
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| KalmanFilter ()=default |
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| KalmanFilter (const KalmanFilter &)=default |
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| KalmanFilter (KalmanFilter &&)=default |
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KalmanFilter & | operator= (const KalmanFilter &)=default |
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KalmanFilter & | operator= (KalmanFilter &&)=default |
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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...
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const Eigen::Matrix< NumType, XDim, XDim > & | Sigma () const |
| State covariance matrix const access. More...
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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...
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const Eigen::Matrix< NumType, XDim, 1 > & | x () const |
| State vector const access. More...
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virtual | ~KalmanFilter ()=default |
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Eigen::Matrix< NumType, XDim, 1 > | f_ |
| State transition function vector More...
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ParamType & | params_ |
| Filter parameters. More...
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Eigen::Matrix< NumType, XDim, XDim > | Phi_ |
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Eigen::Matrix< NumType, XDim, XDim > | Q_ |
| to the state variables More...
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Eigen::Matrix< NumType, XDim, XDim > | Sigma_ |
| State covariance matrix More...
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Eigen::Matrix< NumType, XDim, 1 > | x_ |
| State vector More...
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template<typename NumType, int XDim, size_t UDim, typename ParamType>
class tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >
Interface for simplified manipulation of specialized (Extended) Kalman Filter prediction part.
- Template Parameters
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NumType | Numerical type of the underlying variables (matrices, vectors) |
XDim | Dimension of the state vector. Value -1 relates to dynamic size state vector |
UDim | Dimension of the input vector. Value 0 relates to an input-less filter |
Definition at line 146 of file kalman_filter.hpp.
template<typename NumType, int XDim, size_t UDim, typename ParamType>
Initializes the state vector and triggers initialization of Sigma_.
For dynamic state vector size, Sigma_ is being properly resized (as quadratic matrix) but its content is not* initialized.
- Parameters
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- See also
- computeSigmaInit for the interface of the state covariance matrix initialization.
Definition at line 182 of file kalman_filter.hpp.
template<typename NumType, int XDim, size_t UDim, typename ParamType>
template<int i = XDim, typename std::enable_if<(i > = 0>
template<typename NumType, int XDim, size_t UDim, typename ParamType>
template<int i = XDim, typename std::enable_if<(i==-1)>::type * = nullptr>
Performs the prediction step with resizing.
This function performs resizing on the internal filter variables and later calls its its static counterpart. It is intended for external use for dynamic filter state vector size.
For dynamic state vector size, f_, Phi_ and Q_ are being properly resized but their content is not* initialized.
- See also
- predict version for constant state vector size.
Definition at line 227 of file kalman_filter.hpp.