00001 /* 00002 * Copyright (c) 2014-2017, the neonavigation authors 00003 * All rights reserved. 00004 * 00005 * Redistribution and use in source and binary forms, with or without 00006 * modification, are permitted provided that the following conditions are met: 00007 * 00008 * * Redistributions of source code must retain the above copyright 00009 * notice, this list of conditions and the following disclaimer. 00010 * * Redistributions in binary form must reproduce the above copyright 00011 * notice, this list of conditions and the following disclaimer in the 00012 * documentation and/or other materials provided with the distribution. 00013 * * Neither the name of the copyright holder nor the names of its 00014 * contributors may be used to endorse or promote products derived from 00015 * this software without specific prior written permission. 00016 * 00017 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 00018 * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00019 * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 00020 * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 00021 * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 00022 * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 00023 * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 00024 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 00025 * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 00026 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 00027 * POSSIBILITY OF SUCH DAMAGE. 00028 */ 00029 00030 #ifndef KALMAN_FILTER1_H 00031 #define KALMAN_FILTER1_H 00032 00033 #include <limits> 00034 00035 class KalmanFilter1 00036 { 00037 public: 00038 float x_; 00039 float sigma_; 00040 00041 void set(const float x0 = 0.0, 00042 const float sigma0 = std::numeric_limits<float>::infinity()) 00043 { 00044 x_ = x0; 00045 sigma_ = sigma0; 00046 } 00047 KalmanFilter1(const float x0 = 0.0, 00048 const float sigma0 = std::numeric_limits<float>::infinity()) 00049 { 00050 set(x0, sigma0); 00051 } 00052 void predict(const float x_plus, const float sigma_plus) 00053 { 00054 x_ += x_plus; 00055 sigma_ += sigma_plus; 00056 } 00057 void measure(const float x_in, const float sigma_in) 00058 { 00059 if (std::isinf(sigma_in)) 00060 return; 00061 if (std::isinf(sigma_)) 00062 { 00063 if (std::isinf(x_in)) 00064 x_ = 0; 00065 else 00066 x_ = x_in; 00067 sigma_ = sigma_in; 00068 return; 00069 } 00070 float kt = sigma_ * sigma_ / (sigma_ * sigma_ + sigma_in * sigma_in); 00071 x_ = x_ + kt * (x_in - x_); 00072 sigma_ = (1.0 - kt) * sigma_; 00073 } 00074 }; 00075 00076 #endif // KALMAN_FILTER1_H