KalmanFilter Class Reference

#include <kalman.hpp>

Public Member Functions
void	changeStates (const Eigen::VectorXd &new_states)
void	init ()
void	init (double t0, const Eigen::VectorXd &x0)
	KalmanFilter (double dt, const Eigen::MatrixXd &A, const Eigen::MatrixXd &C, const Eigen::MatrixXd &Q, const Eigen::MatrixXd &R, const Eigen::MatrixXd &P)
	KalmanFilter ()
Eigen::VectorXd	state ()
double	time ()
void	update (const Eigen::VectorXd &y)
void	update (const Eigen::VectorXd &y, double dt)
void	update (const Eigen::VectorXd &y, double dt, const Eigen::MatrixXd A)

Public Attributes
Eigen::MatrixXd	A
Eigen::MatrixXd	C
Eigen::MatrixXd	K
Eigen::MatrixXd	P
Eigen::MatrixXd	P0
Eigen::MatrixXd	Q
Eigen::MatrixXd	R

Private Attributes
double	dt
Eigen::MatrixXd	I
bool	initialized
int	m
int	n
double	t
double	t0
Eigen::VectorXd	x_hat
Eigen::VectorXd	x_hat_new

Detailed Description

Kalman filter implementation using Eigen. Based on the following introductory paper:

http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

Author

: Hayk Martirosyan

Date

: 2014.11.15

Definition at line 15 of file kalman.hpp.

Constructor & Destructor Documentation

KalmanFilter() [1/2]

KalmanFilter::KalmanFilter	(	double	dt,
		const Eigen::MatrixXd &	A,
		const Eigen::MatrixXd &	C,
		const Eigen::MatrixXd &	Q,
		const Eigen::MatrixXd &	R,
		const Eigen::MatrixXd &	P
	)

Implementation of KalmanFilter class.

Author

: Hayk Martirosyan

Date

: 2014.11.15

Definition at line 13 of file kalman.cpp.

KalmanFilter() [2/2]

KalmanFilter::KalmanFilter

(

)

Create a blank estimator.

Definition at line 27 of file kalman.cpp.

Member Function Documentation

changeStates()

void KalmanFilter::changeStates

(

const Eigen::VectorXd &

new_states

)

Definition at line 62 of file kalman.cpp.

init() [1/2]

void KalmanFilter::init

(

)

Initialize the filter with initial states as zero.

Definition at line 38 of file kalman.cpp.

init() [2/2]

void KalmanFilter::init	(	double	t0,
		const Eigen::VectorXd &	x0
	)

Initialize the filter with a guess for initial states.

Definition at line 29 of file kalman.cpp.

state()

Eigen::VectorXd KalmanFilter::state ( )

inline

Return the current state and time.

Definition at line 73 of file kalman.hpp.

time()

double KalmanFilter::time ( )

inline

Definition at line 74 of file kalman.hpp.

update() [1/3]

void KalmanFilter::update

(

const Eigen::VectorXd &

y

)

Update the estimated state based on measured values. The time step is assumed to remain constant.

Definition at line 46 of file kalman.cpp.

update() [2/3]

void KalmanFilter::update	(	const Eigen::VectorXd &	y,
		double	dt
	)

Definition at line 78 of file kalman.cpp.

update() [3/3]

void KalmanFilter::update	(	const Eigen::VectorXd &	y,
		double	dt,
		const Eigen::MatrixXd	A
	)

Update the estimated state based on measured values, using the given time step and dynamics matrix.

Definition at line 71 of file kalman.cpp.

Member Data Documentation

A

Eigen::MatrixXd KalmanFilter::A

Create a Kalman filter with the specified matrices. A - System dynamics matrix C - Output matrix Q - Process noise covariance R - Measurement noise covariance P - Estimate error covariance

Definition at line 28 of file kalman.hpp.

C

Eigen::MatrixXd KalmanFilter::C

Definition at line 28 of file kalman.hpp.

dt

double KalmanFilter::dt

private

Definition at line 85 of file kalman.hpp.

I

Eigen::MatrixXd KalmanFilter::I

private

Definition at line 91 of file kalman.hpp.

initialized

bool KalmanFilter::initialized

private

Definition at line 88 of file kalman.hpp.

K

Eigen::MatrixXd KalmanFilter::K

Definition at line 28 of file kalman.hpp.

m

int KalmanFilter::m

private

Definition at line 74 of file kalman.hpp.

n

int KalmanFilter::n

private

Definition at line 74 of file kalman.hpp.

P

Eigen::MatrixXd KalmanFilter::P

Definition at line 28 of file kalman.hpp.

P0

Eigen::MatrixXd KalmanFilter::P0

Definition at line 28 of file kalman.hpp.

Q

Eigen::MatrixXd KalmanFilter::Q

Definition at line 28 of file kalman.hpp.

R

Eigen::MatrixXd KalmanFilter::R

Definition at line 28 of file kalman.hpp.

t

double KalmanFilter::t

private

Definition at line 82 of file kalman.hpp.

t0

double KalmanFilter::t0

private

Definition at line 82 of file kalman.hpp.

x_hat

Eigen::VectorXd KalmanFilter::x_hat

private

Definition at line 94 of file kalman.hpp.

x_hat_new

Eigen::VectorXd KalmanFilter::x_hat_new

private

Definition at line 94 of file kalman.hpp.

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

• kalman.hpp
• kalman.cpp