#include <iteratedextendedkalmanfilter.h>

Inheritance diagram for BFL::IteratedExtendedKalmanFilter:

Classes
struct	MeasUpdateVariablesIExt

Public Member Functions
void	AllocateMeasModelIExt (const vector< unsigned int > &meas_dimensions)
	Function to allocate memory needed during the measurement update,. More...

void	AllocateMeasModelIExt (const unsigned int &meas_dimensions)
	Function to allocate memory needed during the measurement update. More...

	IteratedExtendedKalmanFilter (Gaussian prior, unsigned int nr_it=1, InnovationCheck innov=NULL)

virtual	~IteratedExtendedKalmanFilter ()
	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...

Private Attributes
Matrix	_F

ColumnVector	_innovation

InnovationCheck *	_innovationChecker
	pointer to InnovationCheck (to end the iterations if the innovation is too small) More...

ColumnVector	_J

std::map< unsigned int, MeasUpdateVariablesIExt >	_mapMeasUpdateVariablesIExt

std::map< unsigned int, MeasUpdateVariablesIExt >::iterator	_mapMeasUpdateVariablesIExt_it

unsigned int	_nr_iterations
	number of iterations for iterated extended kalman filter More...

SymmetricMatrix	_P_Matrix

SymmetricMatrix	_Q

Matrix	_S_i

ColumnVector	_x

ColumnVector	_x_i

ColumnVector	_x_i_prev

Additional Inherited Members
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 Iterated Extended Kalman Filters.

The System- and MeasurementUpdate equasions are not linear, and will be approximated by local linearisations.

See also: KalmanFilter

Definition at line 40 of file iteratedextendedkalmanfilter.h.

Constructor & Destructor Documentation

BFL::IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter	(	Gaussian *	prior,
		unsigned int	nr_it = `1`,
		InnovationCheck *	innov = `NULL`
	)

Constructor

Precondition: you created the prior

Parameters

prior	pointer to the Monte Carlo Pdf prior density
nr_it	the number of iterations in one update
innov	pointer to InnovationCheck (to end the iterations of the innovation is too small)

Definition at line 31 of file iteratedextendedkalmanfilter.cpp.

BFL::IteratedExtendedKalmanFilter::~IteratedExtendedKalmanFilter ( )

virtual

Destructor.

Definition at line 45 of file iteratedextendedkalmanfilter.cpp.

Member Function Documentation

void BFL::IteratedExtendedKalmanFilter::AllocateMeasModelIExt ( const vector< unsigned int > & meas_dimensions )

Function to allocate memory needed during the measurement update,.

Definition at line 49 of file iteratedextendedkalmanfilter.cpp.

void BFL::IteratedExtendedKalmanFilter::AllocateMeasModelIExt ( const unsigned int & meas_dimensions )

Function to allocate memory needed during the measurement update.

Definition at line 67 of file iteratedextendedkalmanfilter.cpp.

void BFL::IteratedExtendedKalmanFilter::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 99 of file iteratedextendedkalmanfilter.cpp.