#include <nonminimalkalmanfilter.h>

Inheritance diagram for BFL::NonminimalKalmanFilter:

Public Member Functions
virtual void	MeasUpdate (MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s)

	NonminimalKalmanFilter (Gaussian prior, unsigned int NrIterations, vector< NLSysModel > minimalsysmodels, vector< NLMeasModel > minimalmeasmodels, vector< GiNaC::symbol > nonlinearstate= (new vector< GiNaC::symbol >))

virtual void	SysUpdate (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u)

virtual	~NonminimalKalmanFilter ()
	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...

Private Attributes
Linearise *	Linear

IteratedExtendedKalmanFilter *	MinimalFilter

NLMeasModel *	MinimalMeasModel

Gaussian *	MinimalPrior

vector< GiNaC::symbol >	MinimalState

IteratedExtendedKalmanFilter *	NonminimalFilter

Gaussian *	NonminimalPrior

vector< GiNaC::symbol >	NonminimalState

Additional Inherited Members
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)

virtual void	MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s)=0
	Measurement Update (overloaded) More...

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 void	SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u)=0
	System Update. 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 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 Non Minimal State Kalman Filters.

The System- and MeasurementUpdate equasions are not linear. Substituting the state by a non-minimal state will make the System- and MeasurementUpdate linear in the non-minimal state

See also: KalmanFilter

Todo:: Seriously reimplement this class!

Definition at line 47 of file nonminimalkalmanfilter.h.

Constructor & Destructor Documentation

◆ NonminimalKalmanFilter()

BFL::NonminimalKalmanFilter::NonminimalKalmanFilter	(	Gaussian *	prior,
		unsigned int	NrIterations,
		vector< NLSysModel *>	minimalsysmodels,
		vector< NLMeasModel *>	minimalmeasmodels,
		vector< GiNaC::symbol >	nonlinearstate = `*(new vector<GiNaC::symbol>)`
	)

Constructor

Precondition: you created the prior

Parameters

prior	pointer to the Gaussian prior density
NrIterations	Number of iterations that will be used (this class uses 2 IEKF: one for the minimal state and one for the nonminimal state)
minimalsysmodels	vector of measurement models that can be used for measurement updates
minimalmeasmodels	vector of system models that can be used for system updates
nonlinearstate	symbols of state in wich the filter should be linearised

Definition at line 30 of file nonminimalkalmanfilter.cpp.

◆ ~NonminimalKalmanFilter()

BFL::NonminimalKalmanFilter::~NonminimalKalmanFilter ( )

virtual

Destructor.

Definition at line 71 of file nonminimalkalmanfilter.cpp.

Member Function Documentation

◆ MeasUpdate()

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

virtual

Definition at line 88 of file nonminimalkalmanfilter.cpp.

◆ SysUpdate()

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

virtual

Definition at line 81 of file nonminimalkalmanfilter.cpp.

Member Data Documentation

◆ Linear

Linearise* BFL::NonminimalKalmanFilter::Linear

private

Definition at line 77 of file nonminimalkalmanfilter.h.

◆ MinimalFilter

IteratedExtendedKalmanFilter * BFL::NonminimalKalmanFilter::MinimalFilter

private

Definition at line 78 of file nonminimalkalmanfilter.h.

◆ MinimalMeasModel

NLMeasModel* BFL::NonminimalKalmanFilter::MinimalMeasModel

private

Definition at line 80 of file nonminimalkalmanfilter.h.

◆ MinimalPrior

Gaussian * BFL::NonminimalKalmanFilter::MinimalPrior

private

Definition at line 79 of file nonminimalkalmanfilter.h.

◆ MinimalState

vector<GiNaC::symbol> BFL::NonminimalKalmanFilter::MinimalState

private

Definition at line 76 of file nonminimalkalmanfilter.h.

◆ NonminimalFilter

IteratedExtendedKalmanFilter* BFL::NonminimalKalmanFilter::NonminimalFilter

private

Definition at line 78 of file nonminimalkalmanfilter.h.

◆ NonminimalPrior

Gaussian* BFL::NonminimalKalmanFilter::NonminimalPrior

private

Definition at line 79 of file nonminimalkalmanfilter.h.

◆ NonminimalState

vector<GiNaC::symbol> BFL::NonminimalKalmanFilter::NonminimalState

private

Definition at line 76 of file nonminimalkalmanfilter.h.

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

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ NonminimalKalmanFilter()

◆ ~NonminimalKalmanFilter()

Member Function Documentation

◆ MeasUpdate()

◆ SysUpdate()

Member Data Documentation

◆ Linear

◆ MinimalFilter

◆ MinimalMeasModel

◆ MinimalPrior

◆ MinimalState

◆ NonminimalFilter

◆ NonminimalPrior

◆ NonminimalState