Interface for simplified manipulation of specialized (Extended) Kalman Filter prediction part. More...

#include <kalman_filter.hpp>

Inheritance diagram for tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >:

Public Types
using	ParamsType = ParamType
	Parameter type. More...

Public Types inherited from tuw::KalmanFilter< NumType, XDim >
using	NumericalType = NumType
	Numerical type. More...

Public Member Functions
void	init (const Eigen::Matrix< NumType, XDim, 1 > &_x0)
	Initializes the state vector and triggers initialization of Sigma_. More...

	KalmanFilterPredictInterface (ParamType &_params)

	KalmanFilterPredictInterface (const KalmanFilterPredictInterface &)=default

	KalmanFilterPredictInterface (KalmanFilterPredictInterface &&)=default

KalmanFilterPredictInterface &	operator= (const KalmanFilterPredictInterface &)=default

KalmanFilterPredictInterface &	operator= (KalmanFilterPredictInterface &&)=default

const ParamType &	param () const
	Parameters const acces. More...

template<int i = XDim, typename std::enable_if<(i > = 0>
void	predict (const Eigen::Matrix< NumType, UDim, 1 > &_u, const double &_Ta)
	Performs the prediction step. More...

template<int i = XDim, typename std::enable_if<(i==-1)>::type * = nullptr>
void	predict (const Eigen::Matrix< NumType, UDim, 1 > &_u, const double &_Ta)
	Performs the prediction step with resizing. More...

template<int i = UDim, typename std::enable_if<(i==0)>::type * = nullptr>
void	predict (const double &_Ta)

virtual	~KalmanFilterPredictInterface ()=default

Public Member Functions inherited from tuw::KalmanFilter< NumType, XDim >
void	init (const Eigen::Matrix< NumType, XDim, 1 > &_x0, const Eigen::Matrix< NumType, XDim, XDim > &_Sigma0)
	Initializes state and covariance of filter. More...

	KalmanFilter ()=default

	KalmanFilter (const KalmanFilter &)=default

	KalmanFilter (KalmanFilter &&)=default

KalmanFilter &	operator= (const KalmanFilter &)=default

KalmanFilter &	operator= (KalmanFilter &&)=default

void	predict (const Eigen::Matrix< NumType, XDim, 1 > &_f, const Eigen::Matrix< NumType, XDim, XDim > &_Phi, const Eigen::Matrix< NumType, XDim, XDim > &_Q)
	Preforms Kalman prediction step. More...

const Eigen::Matrix< NumType, XDim, XDim > &	Sigma () const
	State covariance matrix const access. More...

template<int UpdateDim>
void	update (const Eigen::Matrix< NumType, UpdateDim, 1 > &_deltah, const Eigen::Matrix< NumType, UpdateDim, XDim > &_C, const Eigen::Matrix< NumType, UpdateDim, UpdateDim > &_R)
	Preforms Kalman update step. More...

const Eigen::Matrix< NumType, XDim, 1 > &	x () const
	State vector const access. More...

virtual	~KalmanFilter ()=default

Protected Member Functions
virtual void	computef (const Eigen::Matrix< NumType, UDim, 1 > &_u)=0
	Interface for computation of the state transition function vector f_. More...

virtual void	computePhi ()=0
	Interface for computation of the state transition matrix Phi_. More...

virtual void	computeQ ()=0
	Interface for computation of the state process noise matrix Q_. More...

virtual void	computeSigmaInit ()=0
	Interface for initialization of the state covariance matrix Sigma_. More...

virtual void	precompute (const double &_Ta)=0
	Interface for precomputation function called at the beginning of the prediction step. More...

Protected Attributes
Eigen::Matrix< NumType, XDim, 1 >	f_
	State transition function vector More...

ParamType &	params_
	Filter parameters. More...

Eigen::Matrix< NumType, XDim, XDim >	Phi_

Eigen::Matrix< NumType, XDim, XDim >	Q_
	to the state variables More...

Protected Attributes inherited from tuw::KalmanFilter< NumType, XDim >
Eigen::Matrix< NumType, XDim, XDim >	Sigma_
	State covariance matrix More...

Eigen::Matrix< NumType, XDim, 1 >	x_
	State vector More...

Additional Inherited Members
Static Public Attributes inherited from tuw::KalmanFilter< NumType, XDim >
static constexpr const int	xDim = XDim
	State vector size More...

Detailed Description

template<typename NumType, int XDim, size_t UDim, typename ParamType>
class tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >

Interface for simplified manipulation of specialized (Extended) Kalman Filter prediction part.

Template Parameters

NumType	Numerical type of the underlying variables (matrices, vectors)
XDim	Dimension of the state vector. Value -1 relates to dynamic size state vector
UDim	Dimension of the input vector. Value 0 relates to an input-less filter

Definition at line 146 of file kalman_filter.hpp.

Member Typedef Documentation

template<typename NumType, int XDim, size_t UDim, typename ParamType>

using tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::ParamsType = ParamType

Parameter type.

Definition at line 170 of file kalman_filter.hpp.

Constructor & Destructor Documentation

template<typename NumType, int XDim, size_t UDim, typename ParamType>

tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::KalmanFilterPredictInterface ( ParamType & _params )

inline

Definition at line 150 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

virtual tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::~KalmanFilterPredictInterface ( )

virtualdefault

template<typename NumType, int XDim, size_t UDim, typename ParamType>

tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::KalmanFilterPredictInterface ( const KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType > & )

default

template<typename NumType, int XDim, size_t UDim, typename ParamType>

tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::KalmanFilterPredictInterface ( KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType > && )

default

Member Function Documentation

template<typename NumType, int XDim, size_t UDim, typename ParamType>

virtual void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::computef ( const Eigen::Matrix< NumType, UDim, 1 > & _u )

protectedpure virtual

Interface for computation of the state transition function vector f_.

Implemented in tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

virtual void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::computePhi ( )

protectedpure virtual

Interface for computation of the state transition matrix Phi_.

Implemented in tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

virtual void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::computeQ ( )

protectedpure virtual

Interface for computation of the state process noise matrix Q_.

Implemented in tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

virtual void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::computeSigmaInit ( )

protectedpure virtual

Interface for initialization of the state covariance matrix Sigma_.

Implemented in tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::init ( const Eigen::Matrix< NumType, XDim, 1 > & _x0 )

inline

Initializes the state vector and triggers initialization of Sigma_.

For dynamic state vector size, Sigma_ is being properly resized (as quadratic matrix) but its content is not* initialized.

Parameters

_x0	Initial state

See also: computeSigmaInit for the interface of the state covariance matrix initialization.

Definition at line 182 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

KalmanFilterPredictInterface& tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::operator= ( const KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType > & )

default

template<typename NumType, int XDim, size_t UDim, typename ParamType>

KalmanFilterPredictInterface& tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::operator= ( KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType > && )

default

template<typename NumType, int XDim, size_t UDim, typename ParamType>

const ParamType& tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::param ( ) const

inline

Parameters const acces.

Definition at line 248 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

virtual void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::precompute ( const double & _Ta )

protectedpure virtual

Interface for precomputation function called at the beginning of the prediction step.

Implemented in tuw::KalmanFilterLinOrd1< NumType, XDim, UDim, ParamType >.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

template<int i = XDim, typename std::enable_if<(i > = 0>

void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::predict	(	const Eigen::Matrix< NumType, UDim, 1 > &	_u,
		const double &	_Ta
	)

inline

Performs the prediction step.

This function performs no resizing on the internal filter variables and is thus intended for external use only for compile-time constant filter state size.

The order in which the implementation-specific functions are called is: precompute, computePhi, computef, computeQ. Note that computePhi is called before computef and thus Phi_ can be used in computef (for linear prediction models).

Parameters

_u	Inputs vector
_Ta	Time duration since last prediction step

See also: precompute, computePhi, computef, computeQ

Definition at line 206 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

template<int i = XDim, typename std::enable_if<(i==-1)>::type * = nullptr>

void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::predict	(	const Eigen::Matrix< NumType, UDim, 1 > &	_u,
		const double &	_Ta
	)

inline

Performs the prediction step with resizing.

This function performs resizing on the internal filter variables and later calls its its static counterpart. It is intended for external use for dynamic filter state vector size.

For dynamic state vector size, f_, Phi_ and Q_ are being properly resized but their content is not* initialized.

See also: predict version for constant state vector size.

Definition at line 227 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

template<int i = UDim, typename std::enable_if<(i==0)>::type * = nullptr>

void tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::predict ( const double & _Ta )

inline

Definition at line 237 of file kalman_filter.hpp.

Member Data Documentation

template<typename NumType, int XDim, size_t UDim, typename ParamType>

Eigen::Matrix<NumType, XDim, 1> tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::f_

protected

State transition function vector

Definition at line 254 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

ParamType& tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::params_

protected

Filter parameters.

Definition at line 261 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

Eigen::Matrix<NumType, XDim, XDim> tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::Phi_

protected

State transition function partial derivative (Jacobian) with respect

Definition at line 256 of file kalman_filter.hpp.

template<typename NumType, int XDim, size_t UDim, typename ParamType>

Eigen::Matrix<NumType, XDim, XDim> tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >::Q_

protected

to the state variables

Process noise matrix (mapped in state-space)

Definition at line 259 of file kalman_filter.hpp.

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

kalman_filter.hpp

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

template<typename NumType, int XDim, size_t UDim, typename ParamType> class tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename NumType, int XDim, size_t UDim, typename ParamType>
class tuw::KalmanFilterPredictInterface< NumType, XDim, UDim, ParamType >