#include <unscented_kalman_filter.h>

Public Types
using	StateCovarianceType = Eigen::Matrix< FloatType, N, N >

using	StateType = Eigen::Matrix< FloatType, N, 1 >

Public Member Functions
const GaussianDistribution< FloatType, N > &	GetBelief () const

template<int K>
void	Observe (std::function< Eigen::Matrix< FloatType, K, 1 >(const StateType &)> h, const GaussianDistribution< FloatType, K > &delta)

void	Predict (std::function< StateType(const StateType &)> g, const GaussianDistribution< FloatType, N > &epsilon)

	UnscentedKalmanFilter (const GaussianDistribution< FloatType, N > &initial_belief, std::function< StateType(const StateType &state, const StateType &delta)> add_delta=[](const StateType &state, const StateType &delta){return state+delta;}, std::function< StateType(const StateType &origin, const StateType &target)> compute_delta=[](const StateType &origin, const StateType &target){return target-origin;})

Private Member Functions
StateType	ComputeMean (const std::vector< StateType > &states)

StateType	ComputeWeightedError (const StateType &mean_estimate, const std::vector< StateType > &states)

Private Attributes
const std::function< StateType(const StateType &state, const StateType &delta)>	add_delta_

GaussianDistribution< FloatType, N >	belief_

const std::function< StateType(const StateType &origin, const StateType &target)>	compute_delta_

Static Private Attributes
static constexpr FloatType	kAlpha = 1e-3

static constexpr FloatType	kBeta = 2.

static constexpr FloatType	kCovWeight0

static constexpr FloatType	kCovWeightI = kMeanWeightI

static constexpr FloatType	kKappa = 0.

static constexpr FloatType	kLambda = sqr(kAlpha) * (N + kKappa) - N

static constexpr FloatType	kMeanWeight0 = kLambda / (N + kLambda)

static constexpr FloatType	kMeanWeightI = 1. / (2. * (N + kLambda))

Detailed Description

template<typename FloatType, int N>
class cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >

Definition at line 83 of file unscented_kalman_filter.h.

Member Typedef Documentation

template<typename FloatType, int N>

using cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::StateCovarianceType = Eigen::Matrix<FloatType, N, N>

Definition at line 86 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

using cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::StateType = Eigen::Matrix<FloatType, N, 1>

Definition at line 85 of file unscented_kalman_filter.h.

Constructor & Destructor Documentation

template<typename FloatType, int N>

cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::UnscentedKalmanFilter	(	const GaussianDistribution< FloatType, N > &	initial_belief,
		std::function< StateType(const StateType &state, const StateType &delta)>	add_delta = `[](const StateType& state, const StateType& delta) { return state + delta; }`,
		std::function< StateType(const StateType &origin, const StateType &target)>	compute_delta = `[](const StateType& origin, const StateType& target) { return target - origin; }`
	)

inlineexplicit

Definition at line 88 of file unscented_kalman_filter.h.

Member Function Documentation

template<typename FloatType, int N>

StateType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::ComputeMean ( const std::vector< StateType > & states )

inlineprivate

Definition at line 225 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

StateType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::ComputeWeightedError	(	const StateType &	mean_estimate,
		const std::vector< StateType > &	states
	)

inlineprivate

Definition at line 213 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

const GaussianDistribution<FloatType, N>& cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::GetBelief ( ) const

inline

Definition at line 208 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

template<int K>

void cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::Observe	(	std::function< Eigen::Matrix< FloatType, K, 1 >(const StateType &)>	h,
		const GaussianDistribution< FloatType, K > &	delta
	)

inline

Definition at line 144 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

void cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::Predict	(	std::function< StateType(const StateType &)>	g,
		const GaussianDistribution< FloatType, N > &	epsilon
	)

inline

Definition at line 105 of file unscented_kalman_filter.h.

Member Data Documentation

template<typename FloatType, int N>

const std::function<StateType(const StateType& state, const StateType& delta)> cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::add_delta_

private

Definition at line 265 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

GaussianDistribution<FloatType, N> cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::belief_

private

Definition at line 263 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

const std::function<StateType(const StateType& origin, const StateType& target)> cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::compute_delta_

private

Definition at line 268 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kAlpha = 1e-3

staticprivate

Definition at line 253 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kBeta = 2.

staticprivate

Definition at line 255 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kCovWeight0

staticprivate

Initial value:

=

kLambda / (N + kLambda) + (1. - sqr(kAlpha) + kBeta)

Definition at line 258 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kCovWeightI = kMeanWeightI

staticprivate

Definition at line 261 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kKappa = 0.

staticprivate

Definition at line 254 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kLambda = sqr(kAlpha) * (N + kKappa) - N

staticprivate

Definition at line 256 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kMeanWeight0 = kLambda / (N + kLambda)

staticprivate

Definition at line 257 of file unscented_kalman_filter.h.

template<typename FloatType, int N>

constexpr FloatType cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >::kMeanWeightI = 1. / (2. * (N + kLambda))

staticprivate

Definition at line 260 of file unscented_kalman_filter.h.

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

unscented_kalman_filter.h

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Static Private Attributes

Detailed Description

template<typename FloatType, int N> class cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename FloatType, int N>
class cartographer::kalman_filter::UnscentedKalmanFilter< FloatType, N >