#include <extendedkalmanfilter.h>

Inheritance diagram for BFL::ExtendedKalmanFilter:

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...

Public Member Functions inherited from BFL::KalmanFilter
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...

Public Member Functions inherited from BFL::Filter< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector >
	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...

Protected Member Functions inherited from BFL::KalmanFilter
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

Protected Attributes inherited from BFL::KalmanFilter
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

Protected Attributes inherited from BFL::Filter< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector >
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...

Detailed Description

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.

See also: KalmanFilter

Note: that if the system/measurement model that you pass to the update calls is not analytical with additive gaussian noise, you will get rubbish results

Definition at line 43 of file extendedkalmanfilter.h.

Constructor & Destructor Documentation

◆ ExtendedKalmanFilter()

BFL::ExtendedKalmanFilter::ExtendedKalmanFilter ( Gaussian * prior )

Constructor

Precondition: you created the prior

Parameters

prior pointer to the Gaussian prior density

Definition at line 32 of file extendedkalmanfilter.cpp.

◆ ~ExtendedKalmanFilter()

BFL::ExtendedKalmanFilter::~ExtendedKalmanFilter ( )

virtual

Destructor.

Definition at line 40 of file extendedkalmanfilter.cpp.

Member Function Documentation

◆ AllocateMeasModelExt() [1/2]

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.

◆ AllocateMeasModelExt() [2/2]

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.

◆ MeasUpdate()

void BFL::ExtendedKalmanFilter::MeasUpdate	(	MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const	measmodel,
		const MatrixWrapper::ColumnVector &	z,
		const MatrixWrapper::ColumnVector &	s
	)

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

Parameters

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.

◆ SysUpdate()

void BFL::ExtendedKalmanFilter::SysUpdate	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		const MatrixWrapper::ColumnVector &	u
	)

protectedvirtual

System Update.

Update the filter's Posterior density using the deterministic inputs to the system and the system model

Parameters

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.

Member Data Documentation

◆ _F

Matrix BFL::ExtendedKalmanFilter::_F

protected

Definition at line 92 of file extendedkalmanfilter.h.

◆ _J

ColumnVector BFL::ExtendedKalmanFilter::_J

protected

Definition at line 91 of file extendedkalmanfilter.h.

◆ _mapMeasUpdateVariablesExt

std::map<unsigned int, MeasUpdateVariablesExt> BFL::ExtendedKalmanFilter::_mapMeasUpdateVariablesExt

protected

Definition at line 94 of file extendedkalmanfilter.h.

◆ _mapMeasUpdateVariablesExt_it

std::map<unsigned int, MeasUpdateVariablesExt>::iterator BFL::ExtendedKalmanFilter::_mapMeasUpdateVariablesExt_it

protected

Definition at line 95 of file extendedkalmanfilter.h.

◆ _Q

SymmetricMatrix BFL::ExtendedKalmanFilter::_Q

protected

Definition at line 93 of file extendedkalmanfilter.h.

◆ _x

ColumnVector BFL::ExtendedKalmanFilter::_x

protected

Definition at line 90 of file extendedkalmanfilter.h.

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

Classes

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ExtendedKalmanFilter()

◆ ~ExtendedKalmanFilter()

Member Function Documentation

◆ AllocateMeasModelExt() [1/2]

◆ AllocateMeasModelExt() [2/2]

◆ MeasUpdate()

◆ SysUpdate()

Member Data Documentation

◆ _F

◆ _J

◆ _mapMeasUpdateVariablesExt

◆ _mapMeasUpdateVariablesExt_it

◆ _Q

◆ _x