Classes | Public Member Functions | Protected Member Functions | Private Attributes
BFL::IteratedExtendedKalmanFilter Class Reference

#include <iteratedextendedkalmanfilter.h>

Inheritance diagram for BFL::IteratedExtendedKalmanFilter:
Inheritance graph
[legend]

List of all members.

Classes

struct  MeasUpdateVariablesIExt

Public Member Functions

void AllocateMeasModelIExt (const vector< unsigned int > &meas_dimensions)
 Function to allocate memory needed during the measurement update,.
void AllocateMeasModelIExt (const unsigned int &meas_dimensions)
 Function to allocate memory needed during the measurement update.
 IteratedExtendedKalmanFilter (Gaussian *prior, unsigned int nr_it=1, InnovationCheck *innov=NULL)
virtual ~IteratedExtendedKalmanFilter ()
 Destructor.

Protected Member Functions

virtual void MeasUpdate (MeasurementModel< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *const measmodel, const MatrixWrapper::ColumnVector &z, const MatrixWrapper::ColumnVector &s)
 Measurement Update (overloaded)
virtual void SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u)
 System Update.

Private Attributes

Matrix _F
ColumnVector _innovation
InnovationCheck_innovationChecker
 pointer to InnovationCheck (to end the iterations if the innovation is too small)
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
SymmetricMatrix _P_Matrix
SymmetricMatrix _Q
Matrix _S_i
ColumnVector _x
ColumnVector _x_i
ColumnVector _x_i_prev

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:
priorpointer to the Monte Carlo Pdf prior density
nr_itthe number of iterations in one update
innovpointer to InnovationCheck (to end the iterations of the innovation is too small)

Definition at line 31 of file iteratedextendedkalmanfilter.cpp.

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 
) [protected, virtual]

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:
measmodelpointer to the measurement model the filter should use
zsensor measurement
sinput 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.

void BFL::IteratedExtendedKalmanFilter::SysUpdate ( SystemModel< MatrixWrapper::ColumnVector > *const  sysmodel,
const MatrixWrapper::ColumnVector &  u 
) [protected, virtual]

System Update.

Update the filter's Posterior density using the deterministic inputs to the system and the system model

Parameters:
sysmodelpointer to the system model the filter should use
uinput to the system

Implements BFL::KalmanFilter.

Definition at line 80 of file iteratedextendedkalmanfilter.cpp.


Member Data Documentation

Definition at line 102 of file iteratedextendedkalmanfilter.h.

Definition at line 101 of file iteratedextendedkalmanfilter.h.

pointer to InnovationCheck (to end the iterations if the innovation is too small)

Definition at line 79 of file iteratedextendedkalmanfilter.h.

ColumnVector BFL::IteratedExtendedKalmanFilter::_J [private]

Definition at line 100 of file iteratedextendedkalmanfilter.h.

Definition at line 106 of file iteratedextendedkalmanfilter.h.

Definition at line 107 of file iteratedextendedkalmanfilter.h.

number of iterations for iterated extended kalman filter

Definition at line 77 of file iteratedextendedkalmanfilter.h.

Definition at line 104 of file iteratedextendedkalmanfilter.h.

SymmetricMatrix BFL::IteratedExtendedKalmanFilter::_Q [private]

Definition at line 103 of file iteratedextendedkalmanfilter.h.

Definition at line 105 of file iteratedextendedkalmanfilter.h.

ColumnVector BFL::IteratedExtendedKalmanFilter::_x [private]

Definition at line 97 of file iteratedextendedkalmanfilter.h.

Definition at line 98 of file iteratedextendedkalmanfilter.h.

Definition at line 99 of file iteratedextendedkalmanfilter.h.


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


bfl
Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.
autogenerated on Fri Aug 28 2015 10:10:22