Recursive Filters
[Algorithms]

This module provides simple classes for recursive filters. More...

Namespaces
namespace	MipAlgorithms
	This namespace includes all classes related to algorithms.
Classes
class	MipAlgorithms::processModel
class	MipAlgorithms::measModel
class	MipAlgorithms::EKF
class	MipAlgorithms::genericKF
struct	FirFilterPar
struct	FirFilterVar
struct	FirFilterIn
struct	FirFilterOut
class	FirFilter
class	IIRFilter
	Implements a discrete filter. More...
class	MipAlgorithms::RootEKFvars
	Class for representing EKF variables. More...
class	MipAlgorithms::RootEKFparams
class	MipAlgorithms::RootEKF
Enumerations
enum	MipAlgorithms::filterTypes { MipAlgorithms::NLIN_PROCESS_LIN_MEASURE, MipAlgorithms::LIN_PROCESS_NLIN_MEASURE, MipAlgorithms::NLIN_PROCESS_NLIN_MEASURE, MipAlgorithms::LIN_PROCESS_LIN_MEASURE }
enum	FirFilterShapes { FIR_SHAPES_CONSTANT, FIR_SHAPES_NUM }
Functions
virtual void	MipAlgorithms::RootEKFvars::evalA (DCol input, DCol state, Decimal sTime)=0
virtual void	MipAlgorithms::RootEKFvars::evalW (DCol input, DCol state, Decimal sTime)=0
virtual void	MipAlgorithms::RootEKFvars::evalV (DCol state)=0
virtual void	MipAlgorithms::RootEKFvars::evalH (DCol state)=0
virtual DCol	MipAlgorithms::RootEKFvars::projectState (DCol input, DCol state, Decimal sTime)=0
virtual DCol	MipAlgorithms::RootEKFvars::predictMeas (DCol state)=0
DMat	MipAlgorithms::RootEKFvars::getA () const
DMat	MipAlgorithms::RootEKFvars::getV () const
DMat	MipAlgorithms::RootEKFvars::getH () const
DMat	MipAlgorithms::RootEKFvars::getW () const
DCol	MipAlgorithms::RootEKFparams::getInitialEst () const
DMat	MipAlgorithms::RootEKFparams::getInitialCov () const
DMat	MipAlgorithms::RootEKFparams::getInitialProcNoise () const
DMat	MipAlgorithms::RootEKFparams::getInitialMeasNoise () const
DCol	MipAlgorithms::RootEKF::getStateEst () const
	Gets the current state estimate.
DMat	MipAlgorithms::RootEKF::getStateCov () const
	Gets the current state covariance.
DMat	MipAlgorithms::RootEKF::getProcNoise () const
void	MipAlgorithms::RootEKF::setProcNoise (DMat value)
DMat	MipAlgorithms::RootEKF::getMeasNoise () const
void	MipAlgorithms::RootEKF::setMeasNoise (DMat value)
DMat	MipAlgorithms::RootEKF::getK ()
void	MipAlgorithms::RootEKF::doTimeUpd (DCol input, Decimal sTime)
	Computes the "time update" step and updates the current estimate ("a priori").
void	MipAlgorithms::RootEKF::doMeasUpd (DCol measure, Decimal sTime)
	Computes the "measurement update" step and updates the current estimate ("a posteriori").
void	MipAlgorithms::RootEKF::doUpd (DCol input, DCol measure, Decimal sTime)
	Computes the complete filter update: "time update" first, then "measurement update".
void	MipAlgorithms::RootEKF::doRevUpd (DCol input, DCol measure, Decimal sTime)
	Computes the complete filter update: "measurement update" first, then "time update".
Variables
DMat	MipAlgorithms::RootEKFvars::A
DMat	MipAlgorithms::RootEKFvars::V
DMat	MipAlgorithms::RootEKFvars::H
DMat	MipAlgorithms::RootEKFvars::W
DCol	MipAlgorithms::RootEKFparams::initEst
DMat	MipAlgorithms::RootEKFparams::initCov
DMat	MipAlgorithms::RootEKFparams::initProcNoise
DMat	MipAlgorithms::RootEKFparams::initMeasNoise

---

Detailed Description

This module provides simple classes for recursive filters.

---

Enumeration Type Documentation

enum MipAlgorithms::filterTypes

-----------------------------FILTER---------------------------- Class representing a generic Kalman filter (linear KF, EKF,...) A definition of a type to differ the filter types (linear/nonlinear)

Enumerator:

NLIN_PROCESS_LIN_MEASURE
LIN_PROCESS_NLIN_MEASURE
NLIN_PROCESS_NLIN_MEASURE
LIN_PROCESS_LIN_MEASURE

enum FirFilterShapes

Enumerator:

FIR_SHAPES_CONSTANT
FIR_SHAPES_NUM

---

Function Documentation

void RootEKF::doMeasUpd	(	DCol	measure,
		Decimal	sTime
	)			[inherited]

Computes the "measurement update" step and updates the current estimate ("a posteriori").

Parameters:

[in]	measure	the measurements vector
[in]	sTime	sampling time

void MipAlgorithms::RootEKF::doRevUpd	(	DCol	input,
		DCol	measure,
		Decimal	sTime
	)			[inline, inherited]

Computes the complete filter update: "measurement update" first, then "time update".

Parameters:

[in]	input	the input vector
[in]	measure	the measurements vector
[in]	sTime	sampling time

void RootEKF::doTimeUpd	(	DCol	input,
		Decimal	sTime
	)			[inherited]

Computes the "time update" step and updates the current estimate ("a priori").

Parameters:

[in]	input	the input vector
[in]	sTime	sampling time

void MipAlgorithms::RootEKF::doUpd	(	DCol	input,
		DCol	measure,
		Decimal	sTime
	)			[inline, inherited]

Computes the complete filter update: "time update" first, then "measurement update".

Parameters:

[in]	input	the input vector
[in]	measure	the measurements vector
[in]	sTime	sampling time

virtual void MipAlgorithms::RootEKFvars::evalA	(	DCol	input,
		DCol	state,
		Decimal	sTime
	)			[pure virtual, inherited]

Implemented in MipAlgorithms::LocUavFilterVar, and MipAlgorithms::SimpleFilterVar.

virtual void MipAlgorithms::RootEKFvars::evalH

(

DCol

state

)

[pure virtual, inherited]

Implemented in MipAlgorithms::LocUavFilterVar, and MipAlgorithms::SimpleFilterVar.

virtual void MipAlgorithms::RootEKFvars::evalV

(

DCol

state

)

[pure virtual, inherited]

Implemented in MipAlgorithms::LocUavFilterVar, and MipAlgorithms::SimpleFilterVar.

virtual void MipAlgorithms::RootEKFvars::evalW	(	DCol	input,
		DCol	state,
		Decimal	sTime
	)			[pure virtual, inherited]

Implemented in MipAlgorithms::LocUavFilterVar, and MipAlgorithms::SimpleFilterVar.

DMat MipAlgorithms::RootEKFvars::getA

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKFvars::getH

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKFparams::getInitialCov

(

)

const [inline, inherited]

DCol MipAlgorithms::RootEKFparams::getInitialEst

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKFparams::getInitialMeasNoise

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKFparams::getInitialProcNoise

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKF::getK

(

)

[inline, inherited]

DMat MipAlgorithms::RootEKF::getMeasNoise

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKF::getProcNoise

(

)

const [inline, inherited]

DMat RootEKF::getStateCov

(

)

const [inherited]

Gets the current state covariance.

DCol RootEKF::getStateEst

(

)

const [inherited]

Gets the current state estimate.

DMat MipAlgorithms::RootEKFvars::getV

(

)

const [inline, inherited]

DMat MipAlgorithms::RootEKFvars::getW

(

)

const [inline, inherited]

virtual DCol MipAlgorithms::RootEKFvars::predictMeas

(

DCol

state

)

[pure virtual, inherited]

Implemented in MipAlgorithms::LocUavFilterVar, and MipAlgorithms::SimpleFilterVar.

virtual DCol MipAlgorithms::RootEKFvars::projectState	(	DCol	input,
		DCol	state,
		Decimal	sTime
	)			[pure virtual, inherited]

Implemented in MipAlgorithms::LocUavFilterVar, and MipAlgorithms::SimpleFilterVar.

void MipAlgorithms::RootEKF::setMeasNoise

(

DMat

value

)

[inline, inherited]

void MipAlgorithms::RootEKF::setProcNoise

(

DMat

value

)

[inline, inherited]

---

Variable Documentation

DMat MipAlgorithms::RootEKFvars::A [protected, inherited]

DMat MipAlgorithms::RootEKFvars::H [protected, inherited]

DMat MipAlgorithms::RootEKFparams::initCov [protected, inherited]

DCol MipAlgorithms::RootEKFparams::initEst [protected, inherited]

DMat MipAlgorithms::RootEKFparams::initMeasNoise [protected, inherited]

DMat MipAlgorithms::RootEKFparams::initProcNoise [protected, inherited]

DMat MipAlgorithms::RootEKFvars::V [protected, inherited]

DMat MipAlgorithms::RootEKFvars::W [protected, inherited]