#include <extendedkalmanfilter.h>
Classes | |
struct | MeasUpdateVariablesExt |
Public Member Functions | |
void | AllocateMeasModelExt (const vector< unsigned int > &meas_dimensions) |
Function to allocate memory needed during the measurement update,. More... | |
void | AllocateMeasModelExt (const unsigned int &meas_dimensions) |
Function to allocate memory needed during the measurement update. More... | |
ExtendedKalmanFilter (Gaussian *prior) | |
virtual | ~ExtendedKalmanFilter () |
Destructor. More... | |
![]() | |
void | AllocateMeasModel (const vector< unsigned int > &meas_dimensions) |
Function to allocate memory needed during the measurement update,. More... | |
void | AllocateMeasModel (const unsigned int &meas_dimensions) |
Function to allocate memory needed during the measurement update. More... | |
KalmanFilter (Gaussian *prior) | |
Constructor. More... | |
virtual Gaussian * | PostGet () |
Get Posterior density. More... | |
virtual | ~KalmanFilter () |
Destructor. More... | |
![]() | |
Filter (Pdf< MatrixWrapper::ColumnVector > *prior) | |
Constructor. More... | |
Filter (const Filter< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > &filt) | |
copy constructor More... | |
virtual void | Reset (Pdf< MatrixWrapper::ColumnVector > *prior) |
Reset Filter. More... | |
int | TimeStepGet () const |
Get current time. More... | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
Full Update (system with inputs/sensing params) More... | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
Full Update (system without inputs, with sensing params) More... | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
Full Update (system without inputs/sensing params) More... | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
Full Update (system with inputs, without sensing params) More... | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u) |
System Update (system with inputs) More... | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel) |
System Update (system without inputs) More... | |
virtual bool | Update (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
Measurement Update (system with "sensing params") More... | |
virtual bool | Update (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z) |
Measurement Update (system without "sensing params") More... | |
virtual | ~Filter () |
destructor More... | |
Protected Member Functions | |
virtual void | MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
Measurement Update (overloaded) More... | |
virtual void | SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u) |
System Update. More... | |
![]() | |
void | CalculateMeasUpdate (const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &Z, const MatrixWrapper::Matrix &H, const MatrixWrapper::SymmetricMatrix &R) |
void | CalculateSysUpdate (const MatrixWrapper::ColumnVector &J, const MatrixWrapper::Matrix &F, const MatrixWrapper::SymmetricMatrix &Q) |
void | PostMuSet (const MatrixWrapper::ColumnVector &c) |
Set expected value of posterior estimate. More... | |
void | PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s) |
Set covariance of posterior estimate. More... | |
virtual bool | UpdateInternal (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s) |
Actual implementation of Update, varies along filters. More... | |
Protected Attributes | |
Matrix | _F |
ColumnVector | _J |
std::map< unsigned int, MeasUpdateVariablesExt > | _mapMeasUpdateVariablesExt |
std::map< unsigned int, MeasUpdateVariablesExt >::iterator | _mapMeasUpdateVariablesExt_it |
SymmetricMatrix | _Q |
ColumnVector | _x |
![]() | |
Matrix | _K |
std::map< unsigned int, MeasUpdateVariables > | _mapMeasUpdateVariables |
std::map< unsigned int, MeasUpdateVariables >::iterator | _mapMeasUpdateVariables_it |
ColumnVector | _Mu_new |
SymmetricMatrix | _Sigma_new |
Matrix | _Sigma_temp |
Matrix | _Sigma_temp_par |
Matrix | _SMatrix |
![]() | |
Pdf< MatrixWrapper::ColumnVector > * | _post |
Pointer to the Posterior Pdf. More... | |
Pdf< MatrixWrapper::ColumnVector > * | _prior |
prior Pdf More... | |
int | _timestep |
Represents the current timestep of the filter. More... | |
This is a class implementing the Kalman Filter (KF) class for Extended Kalman Filters.
The System- and MeasurementUpdate equasions are not linear, and will be approximated by local linearisations.
Definition at line 43 of file extendedkalmanfilter.h.
BFL::ExtendedKalmanFilter::ExtendedKalmanFilter | ( | Gaussian * | prior | ) |
Constructor
prior | pointer to the Gaussian prior density |
Definition at line 32 of file extendedkalmanfilter.cpp.
|
virtual |
Destructor.
Definition at line 40 of file extendedkalmanfilter.cpp.
void BFL::ExtendedKalmanFilter::AllocateMeasModelExt | ( | const vector< unsigned int > & | meas_dimensions | ) |
Function to allocate memory needed during the measurement update,.
Definition at line 44 of file extendedkalmanfilter.cpp.
void BFL::ExtendedKalmanFilter::AllocateMeasModelExt | ( | const unsigned int & | meas_dimensions | ) |
Function to allocate memory needed during the measurement update.
Definition at line 62 of file extendedkalmanfilter.cpp.
|
protectedvirtual |
Measurement Update (overloaded)
Update the filter's Posterior density using the sensor measurements, an input and the measurement model. This method is used when the measurements depend on the inputs too (doesn't happen very often, does it?) BEWARE: the first time the measurment update is called with a new size of measurement, new allocations are done
measmodel | pointer to the measurement model the filter should use |
z | sensor measurement |
s | input to the system (must be of the same type as u for now, since this was not yet implemented in ConditionalPdf |
Implements BFL::KalmanFilter.
Definition at line 87 of file extendedkalmanfilter.cpp.
|
protectedvirtual |
System Update.
Update the filter's Posterior density using the deterministic inputs to the system and the system model
sysmodel | pointer to the system model the filter should use |
u | input to the system |
Implements BFL::KalmanFilter.
Definition at line 75 of file extendedkalmanfilter.cpp.
|
protected |
Definition at line 92 of file extendedkalmanfilter.h.
|
protected |
Definition at line 91 of file extendedkalmanfilter.h.
|
protected |
Definition at line 94 of file extendedkalmanfilter.h.
|
protected |
Definition at line 95 of file extendedkalmanfilter.h.
|
protected |
Definition at line 93 of file extendedkalmanfilter.h.
|
protected |
Definition at line 90 of file extendedkalmanfilter.h.