Detailed Description

Definition at line 61 of file WNJfilter.hpp.

#include <WNJfilter.hpp>

Inheritance diagram for gnsstk::WNJfilter:

Public Member Functions
int	defineInitial (double &T0, gnsstk::Vector< double > &State, gnsstk::Matrix< double > &Cov)

KalmanReturn	defineMeasurements (double &T, const gnsstk::Vector< double > &X, const gnsstk::Matrix< double > &Cov, bool useFlag)

void	defineTimestep (double T, double DT, const gnsstk::Vector< double > &State, const gnsstk::Matrix< double > &Cov, bool useFlag)

virtual void	output (int N)

void	Reset (int dim)

	WNJfilter ()

	WNJfilter (int dim)

Public Member Functions inherited from gnsstk::KalmanFilter
void	BackwardFilter (double M)

virtual void	BackwardFilter (int M)

virtual int	defineInterim (int which, double Time)

virtual void	ForwardFilter (double finalT, double DT)

gnsstk::Matrix< double >	getCovariance ()
	get the covariance (must be non-singular) More...

bool	getDoInvert ()
	if doInversions, SRIF is inverted at each step, defining State and Cov More...

bool	getDoOutput ()
	if doOutput, output() is called at each step More...

gnsstk::Namelist	getNames ()
	get the state namelist More...

int	getNMU ()
	get number of measurements processed More...

gnsstk::SRI	getSRI ()

gnsstk::Vector< double >	getState ()
	get the state (must be non-singular) More...

std::string	getTag ()
	KF tag is a user-defined string output on each line. More...

virtual void	initializeFilter ()

bool	isDryRun ()

bool	isExtended ()
	if extended, use an extended Kalman (not implemented) More...

bool	isSingular ()
	true when filter is singular More...

bool	isSmoother ()

bool	isSRISU ()

bool	isTimeReversed ()

	KalmanFilter ()

	KalmanFilter (const gnsstk::Namelist &NL)

virtual int	KalmanInterim (int which, double Time)

virtual KalmanReturn	KalmanMeasurementUpdate (double &T)

virtual void	KalmanSmootherUpdate ()

virtual void	KalmanTimeUpdate (double T, double DT)

void	Reset (const gnsstk::Namelist &NL)

void	setDoInvert (bool on)

void	setDoOutput (bool on)

void	setDryRun (bool t=true)
	if dryRun, do not operate the filter, just print More...

void	setExtended (bool ext)

void	setSmoother (bool ext)
	if smoother, save info during forward filter for use by backward filter More...

void	setSRI (gnsstk::SRI &sri)
	get the filter SRI More...

void	setSRISU (bool ext)
	if doSRISU use SRIF form of smoother, else DM smoother More...

void	setTag (std::string tag)

void	setTimeReverse (bool tr=true)
	if timeReversed, time T decreases during the forward filter More...

virtual	~KalmanFilter ()
	destructor More...

Public Attributes
gnsstk::Vector< double >	apNoise

gnsstk::Vector< double >	apState

int	count

std::vector< double >	data

bool	filterOutput

std::vector< double >	msig

unsigned int	prec

std::vector< double >	psig

std::vector< double > *	ptra

std::vector< double > *	ptrs

std::vector< double > *	ptrv

std::vector< double > *	ptrx

std::vector< double >	ttag

unsigned int	width

Additional Inherited Members
Public Types inherited from gnsstk::KalmanFilter
typedef enum gnsstk::KalmanFilter::FilterStageEnum	FilterStage

enum	FilterStageEnum { Unknown = 0, Init, IB1, IB2, IB3, TU, MU, SU, StageCount }

enum	KalmanMUReturnValuesEnum { Process = 0, ProcessThenQuit, SkipThisEpoch, SkipThenQuit, QuitImmediately, ReturnCount }

typedef enum gnsstk::KalmanFilter::KalmanMUReturnValuesEnum	KalmanReturn

Protected Types inherited from gnsstk::KalmanFilter
typedef struct gnsstk::KalmanFilter::Smoother_storage_record	SmootherStoreRec
	Storage for smoothing algorithm; stored by forward filter, used by SU. More...

Protected Attributes inherited from gnsstk::KalmanFilter
double	big

gnsstk::Vector< double >	Control
	SRIF vector used internally. More...

gnsstk::Matrix< double >	Cov
	filter covariance More...

gnsstk::Vector< double >	Data
	vector defined by defineM() and used in MU More...

bool	doInversions

bool	doOutput
	if true, output at each stage using output() routine. NB used inside output() More...

bool	doSRISU

bool	dryRun

bool	extended

gnsstk::Matrix< double >	G
	SRIF matrix used internally - noise. More...

bool	inverted
	if true then the SRI has been inverted and State and Cov are valid More...

std::string	KFtag
	optional tag to put in output (2nd field) More...

gnsstk::Matrix< double >	MCov
	measurement covariance (defineM() for MU) More...

int	NMU
	count of measurement updates More...

int	Nnoise
	Nnoise is there only for the user. More...

double	nominalDT
	change in time for one TU seconds More...

int	Nstate
	number of state elements More...

int	NSU
	count of smoother updates More...

int	NTU
	count of time updates: ++ in TU, – in SU More...

gnsstk::Matrix< double >	Partials
	matrix defined by defineM() and used in MU More...

gnsstk::Vector< double >	PFResid
	post-fit residuals - valid after MU More...

gnsstk::Matrix< double >	PhiInv
	SRIF matrix used internally - inv state trans. More...

gnsstk::Matrix< double >	Rw
	SRIF matrix used internally. More...

bool	singular

double	small
	condition number at last inversion = b/s More...

bool	smoother

std::map< int, SmootherStoreRec >	SmootherStore

gnsstk::Vector< double >	SMResid
	post-smoother residuals - value after SU More...

gnsstk::SRIFilter	srif
	SRIF. More...

FilterStage	stage
	current stage of the filter - see enum More...

gnsstk::Vector< double >	State
	filter state More...

double	time
	seconds since start More...

bool	timeReversed
	if true then independent variable "time" decreases More...

gnsstk::Vector< double >	Zw
	SRIF vector used internally. More...

Constructor & Destructor Documentation

◆ WNJfilter() [1/2]

gnsstk::WNJfilter::WNJfilter ( )

inline

Definition at line 89 of file WNJfilter.hpp.

◆ WNJfilter() [2/2]

gnsstk::WNJfilter::WNJfilter ( int dim )

inline

Definition at line 96 of file WNJfilter.hpp.

Member Function Documentation

◆ defineInitial()

int gnsstk::WNJfilter::defineInitial	(	double &	T0,
		gnsstk::Vector< double > &	State,
		gnsstk::Matrix< double > &	Cov
	)

inlinevirtual

Get apriori state and covariance from user.

Returns: 1 if state std::vector X, and covariance Cov are defined, -1 if inverse covariance*state X, and inverse covariance Cov, 0 if no information is returned

Exceptions

Exception

Implements gnsstk::KalmanFilter.

Definition at line 155 of file WNJfilter.hpp.

◆ defineMeasurements()

KalmanReturn gnsstk::WNJfilter::defineMeasurements	(	double &	T,
		const gnsstk::Vector< double > &	X,
		const gnsstk::Matrix< double > &	Cov,
		bool	useFlag
	)

inlinevirtual

Input T,X,Cov - the current state. Output T=time of next MU Fill and return the data quantities Partials,Data,MCov.

Returns: Process=0, ProcessThenQuit, quit after this data SkipThisEpoch, skip this data and output SkipThenQuit, skip this data and output, then quit QuitImmediately, quit now

Exceptions

Exception

Implements gnsstk::KalmanFilter.

Definition at line 243 of file WNJfilter.hpp.

◆ defineTimestep()

void gnsstk::WNJfilter::defineTimestep	(	double	T,
		double	DT,
		const gnsstk::Vector< double > &	State,
		const gnsstk::Matrix< double > &	Cov,
		bool	useFlag
	)

inlinevirtual

Exceptions

Exception

Implements gnsstk::KalmanFilter.

Definition at line 191 of file WNJfilter.hpp.

◆ output()

virtual void gnsstk::WNJfilter::output ( int N )

inlinevirtual

Output at each stage ... the user may override if singular is true, State and Cov may or may not be good

Parameters

N	user-defined counter that is included on each line after the tag.

Reimplemented from gnsstk::KalmanFilter.

Definition at line 282 of file WNJfilter.hpp.

◆ Reset()

void gnsstk::WNJfilter::Reset ( int dim )

inline

Definition at line 98 of file WNJfilter.hpp.

Member Data Documentation

◆ apNoise

gnsstk::Vector<double> gnsstk::WNJfilter::apNoise

Definition at line 69 of file WNJfilter.hpp.

◆ apState

gnsstk::Vector<double> gnsstk::WNJfilter::apState

Definition at line 68 of file WNJfilter.hpp.

◆ count

int gnsstk::WNJfilter::count

Definition at line 72 of file WNJfilter.hpp.

◆ data

std::vector<double> gnsstk::WNJfilter::data

Definition at line 76 of file WNJfilter.hpp.

◆ filterOutput

bool gnsstk::WNJfilter::filterOutput

Definition at line 66 of file WNJfilter.hpp.

◆ msig

std::vector<double> gnsstk::WNJfilter::msig

Definition at line 77 of file WNJfilter.hpp.

◆ prec

unsigned int gnsstk::WNJfilter::prec

Definition at line 84 of file WNJfilter.hpp.

◆ psig

std::vector<double> gnsstk::WNJfilter::psig

Definition at line 78 of file WNJfilter.hpp.

◆ ptra

std::vector<double> * gnsstk::WNJfilter::ptra

Definition at line 80 of file WNJfilter.hpp.

◆ ptrs

std::vector<double>* gnsstk::WNJfilter::ptrs

Definition at line 81 of file WNJfilter.hpp.

◆ ptrv

std::vector<double> * gnsstk::WNJfilter::ptrv

Definition at line 80 of file WNJfilter.hpp.

◆ ptrx

std::vector<double>* gnsstk::WNJfilter::ptrx

Definition at line 80 of file WNJfilter.hpp.

◆ ttag

std::vector<double> gnsstk::WNJfilter::ttag

Definition at line 75 of file WNJfilter.hpp.

◆ width

unsigned int gnsstk::WNJfilter::width

Definition at line 84 of file WNJfilter.hpp.

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

WNJfilter.hpp

Detailed Description

Public Member Functions

Public Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ WNJfilter() [1/2]

◆ WNJfilter() [2/2]

Member Function Documentation

◆ defineInitial()

◆ defineMeasurements()

◆ defineTimestep()

◆ output()

◆ Reset()

Member Data Documentation

◆ apNoise

◆ apState

◆ count

◆ data

◆ filterOutput

◆ msig

◆ prec

◆ psig

◆ ptra

◆ ptrs

◆ ptrv

◆ ptrx

◆ ttag

◆ width