Unscented Kalman filter class. More...

#include <ukf.h>

Inheritance diagram for RobotLocalization::Ukf:

Public Member Functions
void	correct (const Measurement &measurement)
	Carries out the correct step in the predict/update cycle.
void	predict (const double delta)
	Carries out the predict step in the predict/update cycle.
	Ukf (std::vector< double > args)
	Constructor for the Ukf class.
	~Ukf ()
	Destructor for the Ukf class.
Protected Attributes
std::vector< double >	covarWeights_
	The weights associated with each sigma point when calculating a predicted estimateErrorCovariance_.
double	lambda_
	Used in weight generation for the sigma points.
std::vector< Eigen::VectorXd >	sigmaPoints_
	The UKF sigma points.
std::vector< double >	stateWeights_
	The weights associated with each sigma point when generating a new state.
bool	uncorrected_
	Used to determine if we need to re-compute the sigma points when carrying out multiple corrections.
Eigen::MatrixXd	weightedCovarSqrt_
	This matrix is used to generate the sigmaPoints_.

Detailed Description

Unscented Kalman filter class.

Implementation of an unscenter Kalman filter (UKF). This class derives from FilterBase and overrides the predict() and correct() methods in keeping with the discrete time UKF algorithm. The algorithm was derived from the UKF Wikipedia article at (http://en.wikipedia.org/wiki/Kalman_filter#Unscented_Kalman_filter) ...and this paper: J. J. LaViola, Jr., “A comparison of unscented and extended Kalman filtering for estimating quaternion motion,” in Proc. American Control Conf., Denver, CO, June 4–6, 2003, pp. 2435–2440 Obtained here: http://www.cs.ucf.edu/~jjl/pubs/laviola_acc2003.pdf

Definition at line 59 of file ukf.h.

Constructor & Destructor Documentation

RobotLocalization::Ukf::Ukf ( std::vector< double > args )

Constructor for the Ukf class.

Parameters:

[in] args - Generic argument container. It is assumed that args[0] constains the alpha parameter, args[1] contains the kappa parameter, and args[2] contains the beta parameter.

Definition at line 50 of file ukf.cpp.

RobotLocalization::Ukf::~Ukf ( )

Destructor for the Ukf class.

Definition at line 80 of file ukf.cpp.