MipAlgorithms::genericKF Class Reference
[Recursive Filters]

#include <EKF.h>

List of all members.

Public Member Functions
	genericKF ()
	genericKF (MatrixWrapper::ColumnVector prior_mu, MatrixWrapper::SymmetricMatrix prior_sigma, MatrixWrapper::ColumnVector Pro_mu, MatrixWrapper::SymmetricMatrix Pro_sigma, MatrixWrapper::ColumnVector Meas_mu, MatrixWrapper::SymmetricMatrix Meas_sigma, int numConditionalArguments, MatrixWrapper::Matrix(*eval_A)(MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector, double), MatrixWrapper::Matrix(*eval_W)(MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector, double), MatrixWrapper::Matrix dh_dx, MatrixWrapper::ColumnVector(*funcState)(MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector, double))
	genericKF (MatrixWrapper::ColumnVector prior_mu, MatrixWrapper::SymmetricMatrix prior_sigma, MatrixWrapper::ColumnVector Pro_mu, MatrixWrapper::SymmetricMatrix Pro_sigma, MatrixWrapper::ColumnVector Meas_mu, MatrixWrapper::SymmetricMatrix Meas_sigma, vector< MatrixWrapper::Matrix > AB, MatrixWrapper::Matrix dh_dx)
bool	Update (MatrixWrapper::ColumnVector u, MatrixWrapper::ColumnVector z, double T_sample)
bool	revUpdate (MatrixWrapper::ColumnVector u, MatrixWrapper::ColumnVector z, double T_sample)
BFL::AnalyticSystemModelGaussianUncertainty *	getProcessModel ()
BFL::AnalyticMeasurementModelGaussianUncertainty *	getMeasModel ()
BFL::LinearAnalyticSystemModelGaussianUncertainty *	getProcessModelLin ()
BFL::LinearAnalyticMeasurementModelGaussianUncertainty *	getMeasModelLin ()
MatrixWrapper::ColumnVector	getPreStateEst ()
void	setPreStateEst (MatrixWrapper::ColumnVector input)
MatrixWrapper::ColumnVector	getPostStateEst ()
void	setPostStateEst (MatrixWrapper::ColumnVector input)
genericKF &	operator= (const genericKF &copy)
Static Public Member Functions
static void	update_uncertainties (MatrixWrapper::ColumnVector in_mu, MatrixWrapper::SymmetricMatrix in_Cov, std::vector< MatrixWrapper::ColumnVector > &mu, std::vector< MatrixWrapper::SymmetricMatrix > &sigma, int selctor)
static void	update_uncertainties (MatrixWrapper::ColumnVector in_mu, std::vector< MatrixWrapper::ColumnVector > &mu, int selctor)
static void	update_uncertainties (MatrixWrapper::SymmetricMatrix in_Cov, std::vector< MatrixWrapper::SymmetricMatrix > &sigma, int selctor)
Public Attributes
EKF *	_EKF
BFL::KalmanFilter *	_KF

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Constructor & Destructor Documentation

MipAlgorithms::genericKF::genericKF

(

)

[inline]

Filter constructors (overloading to manage different filter types)

genericKF::genericKF	(	MatrixWrapper::ColumnVector	prior_mu,
		MatrixWrapper::SymmetricMatrix	prior_sigma,
		MatrixWrapper::ColumnVector	Pro_mu,
		MatrixWrapper::SymmetricMatrix	Pro_sigma,
		MatrixWrapper::ColumnVector	Meas_mu,
		MatrixWrapper::SymmetricMatrix	Meas_sigma,
		int	numConditionalArguments,
		MatrixWrapper::Matrix(*)(MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector, double)	eval_A,
		MatrixWrapper::Matrix(*)(MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector, double)	eval_W,
		MatrixWrapper::Matrix	dh_dx,
		MatrixWrapper::ColumnVector(*)(MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector, double)	funcState
	)

GENERIC KALMAN FILTER - non linear process model, linear measurement model, non additive noise

genericKF::genericKF	(	MatrixWrapper::ColumnVector	prior_mu,
		MatrixWrapper::SymmetricMatrix	prior_sigma,
		MatrixWrapper::ColumnVector	Pro_mu,
		MatrixWrapper::SymmetricMatrix	Pro_sigma,
		MatrixWrapper::ColumnVector	Meas_mu,
		MatrixWrapper::SymmetricMatrix	Meas_sigma,
		vector< MatrixWrapper::Matrix >	AB,
		MatrixWrapper::Matrix	dh_dx
	)

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Member Function Documentation

bool genericKF::Update	(	MatrixWrapper::ColumnVector	u,
		MatrixWrapper::ColumnVector	z,
		double	T_sample
	)

bool genericKF::revUpdate	(	MatrixWrapper::ColumnVector	u,
		MatrixWrapper::ColumnVector	z,
		double	T_sample
	)

BFL::AnalyticSystemModelGaussianUncertainty* MipAlgorithms::genericKF::getProcessModel

(

)

[inline]

BFL::AnalyticMeasurementModelGaussianUncertainty* MipAlgorithms::genericKF::getMeasModel

(

)

[inline]

BFL::LinearAnalyticSystemModelGaussianUncertainty* MipAlgorithms::genericKF::getProcessModelLin

(

)

[inline]

BFL::LinearAnalyticMeasurementModelGaussianUncertainty* MipAlgorithms::genericKF::getMeasModelLin

(

)

[inline]

MatrixWrapper::ColumnVector MipAlgorithms::genericKF::getPreStateEst

(

)

[inline]

void MipAlgorithms::genericKF::setPreStateEst

(

MatrixWrapper::ColumnVector

input

)

[inline]

MatrixWrapper::ColumnVector MipAlgorithms::genericKF::getPostStateEst

(

)

[inline]

void MipAlgorithms::genericKF::setPostStateEst

(

MatrixWrapper::ColumnVector

input

)

[inline]

static void MipAlgorithms::genericKF::update_uncertainties	(	MatrixWrapper::ColumnVector	in_mu,
		MatrixWrapper::SymmetricMatrix	in_Cov,
		std::vector< MatrixWrapper::ColumnVector > &	mu,
		std::vector< MatrixWrapper::SymmetricMatrix > &	sigma,
		int	selctor
	)			[inline, static]

static void MipAlgorithms::genericKF::update_uncertainties	(	MatrixWrapper::ColumnVector	in_mu,
		std::vector< MatrixWrapper::ColumnVector > &	mu,
		int	selctor
	)			[inline, static]

static void MipAlgorithms::genericKF::update_uncertainties	(	MatrixWrapper::SymmetricMatrix	in_Cov,
		std::vector< MatrixWrapper::SymmetricMatrix > &	sigma,
		int	selctor
	)			[inline, static]

genericKF& MipAlgorithms::genericKF::operator=

(

const genericKF &

copy

)

[inline]

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Member Data Documentation

EKF* MipAlgorithms::genericKF::_EKF

BFL::KalmanFilter* MipAlgorithms::genericKF::_KF

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

• algorithms/filters/EKF.h
• algorithms/filters/EKF.cpp