Kalman filter with constantvelocity system model. The system noise is automatically calculated from the maximum expected acceleration which can be set as a parameter. More...
#include <KalmanFilter.h>
Public Member Functions  
virtual KalmanFilter *  clone () const 
Clone operator. More...  
const pbl::Gaussian &  getGaussian () const 
Returns the Kalman state and covariance as Gaussian. More...  
double  getLikelihood (const pbl::Gaussian &z) const 
Calculates the likelihood that the given measurement originates from the estimated Kalman state. More...  
const pbl::Vector &  getState () const 
Returns the Kalman state (mean of the estimated Gaussian) More...  
const pbl::Matrix &  getStateCovariance () const 
Returns the covariance of the Kalman state. More...  
virtual void  init (const pbl::Gaussian &G) 
Initializes the Kalman filter according to the given Gaussian, i.e., the initial state and state covariance is set to the mean and covariance of the given Gaussian. More...  
KalmanFilter (int dim)  
Constructs a Kalman filter with specified state dimensionality. More...  
KalmanFilter (const KalmanFilter &orig)  
Copy constructor. More...  
virtual void  propagate (const double &dt) 
Propagates the state of the Kalman filter according to the (constant velocity) system model. More...  
void  setMaxAcceleration (double a_max) 
Set the maximum expected acceleration. This parameter is used to determine the system noise in the propagate phase: a constant velocity is assumed, but the system noise takes into account that the the target may accelerate or deccelerate with the specified maximum acceleration. More...  
void  update (const pbl::Gaussian &z) 
Updates the Kalman filter with the given (Gaussian) measurement. More...  
virtual  ~KalmanFilter () 
Destructor. More...  
Protected Attributes  
double  a_max_ 
pbl::Gaussian  G_ 
pbl::Gaussian  G_small_ 
pbl::Matrix  H_ 
int  meas_dim_ 
int  state_dim_ 
Kalman filter with constantvelocity system model. The system noise is automatically calculated from the maximum expected acceleration which can be set as a parameter.
Definition at line 46 of file KalmanFilter.h.
KalmanFilter::KalmanFilter  (  int  dim  ) 
Constructs a Kalman filter with specified state dimensionality.
dim  Dimensionality of the state 
Definition at line 39 of file KalmanFilter.cpp.
KalmanFilter::KalmanFilter  (  const KalmanFilter &  orig  ) 
Copy constructor.
Definition at line 43 of file KalmanFilter.cpp.

virtual 
Destructor.
Definition at line 47 of file KalmanFilter.cpp.

virtual 
Clone operator.
Definition at line 50 of file KalmanFilter.cpp.
const pbl::Gaussian & KalmanFilter::getGaussian  (  )  const 
Returns the Kalman state and covariance as Gaussian.
Definition at line 129 of file KalmanFilter.cpp.
double KalmanFilter::getLikelihood  (  const pbl::Gaussian &  z  )  const 
Calculates the likelihood that the given measurement originates from the estimated Kalman state.
z  The Gaussian measurement 
Definition at line 125 of file KalmanFilter.cpp.
const pbl::Vector & KalmanFilter::getState  (  )  const 
Returns the Kalman state (mean of the estimated Gaussian)
Definition at line 133 of file KalmanFilter.cpp.
const pbl::Matrix & KalmanFilter::getStateCovariance  (  )  const 
Returns the covariance of the Kalman state.
Definition at line 137 of file KalmanFilter.cpp.

virtual 
Initializes the Kalman filter according to the given Gaussian, i.e., the initial state and state covariance is set to the mean and covariance of the given Gaussian.
G  The Gaussian to initialize with 
Definition at line 54 of file KalmanFilter.cpp.

virtual 
Propagates the state of the Kalman filter according to the (constant velocity) system model.
dt  The time increment with which to propagate 
Definition at line 64 of file KalmanFilter.cpp.
void KalmanFilter::setMaxAcceleration  (  double  a_max  ) 
Set the maximum expected acceleration. This parameter is used to determine the system noise in the propagate phase: a constant velocity is assumed, but the system noise takes into account that the the target may accelerate or deccelerate with the specified maximum acceleration.
a_max  The maximum expected acceleration 
Definition at line 141 of file KalmanFilter.cpp.
void KalmanFilter::update  (  const pbl::Gaussian &  z  ) 
Updates the Kalman filter with the given (Gaussian) measurement.
z  The Gaussian measurement 
Definition at line 102 of file KalmanFilter.cpp.

protected 
Maximum expected acceleration
Definition at line 144 of file KalmanFilter.h.

protected 
The estimated Kalman state as Gaussian (state mean and covariance)
Definition at line 135 of file KalmanFilter.h.

protected 
Portion of the estimated Kalman state that contains only the measurement dimensions
Definition at line 138 of file KalmanFilter.h.

protected 
Observation model
Definition at line 141 of file KalmanFilter.h.

protected 
Dimensionality of the measurements
Definition at line 129 of file KalmanFilter.h.

protected 
Dimensionality of the full state
Definition at line 132 of file KalmanFilter.h.