ExtendedKalmanFilter.h

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/* ----------------------------------------------------------------------------

 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)

 * See LICENSE for the license information

 * -------------------------------------------------------------------------- */

// \callgraph
#pragma once

#include <gtsam/nonlinear/NonlinearFactorGraph.h>
#include <gtsam/nonlinear/NonlinearFactor.h>

namespace gtsam {

template <class VALUE>
class ExtendedKalmanFilter {
  // Check that VALUE type is a testable Manifold
  BOOST_CONCEPT_ASSERT((IsTestable<VALUE>));
  BOOST_CONCEPT_ASSERT((IsManifold<VALUE>));

 public:
  typedef boost::shared_ptr<ExtendedKalmanFilter<VALUE> > shared_ptr;
  typedef VALUE T;

  //@deprecated: any NoiseModelFactor will do, as long as they have the right keys
  typedef NoiseModelFactor2<VALUE, VALUE> MotionFactor;
  typedef NoiseModelFactor1<VALUE> MeasurementFactor;

 protected:
  T x_;                                     // linearization point
  JacobianFactor::shared_ptr priorFactor_;  // Gaussian density on x_

  static T solve_(const GaussianFactorGraph& linearFactorGraph, const Values& linearizationPoints,
                  Key x, JacobianFactor::shared_ptr* newPrior);

 public:

  ExtendedKalmanFilter(Key key_initial, T x_initial, noiseModel::Gaussian::shared_ptr P_initial);


  void print(const std::string& s = "") const {
    std::cout << s << "\n";
    x_.print(s + "x");
    priorFactor_->print(s + "density");
  }


  T predict(const NoiseModelFactor& motionFactor);

  T update(const NoiseModelFactor& measurementFactor);

  const JacobianFactor::shared_ptr Density() const {
    return priorFactor_;
  }

};

}  // namespace

#include <gtsam/nonlinear/ExtendedKalmanFilter-inl.h>