jafar::filter::BaseKalmanFilter Class Reference

Base class for kalman filters. More...

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Detailed Description

Base class for kalman filters.

It defines common attributes of such filters.

Definition at line 29 of file kalmanFilter.hpp.

#include <kalmanFilter.hpp>

Inheritance diagram for jafar::filter::BaseKalmanFilter:

List of all members.

Public Types
enum	CovUpdateType { SIMPLE, STANDARD, JOSEPH }
	Different kind of covariance update (Bar-Shalom p294) More...
enum	ConsistencyCheckLevel { CONSISTENCY_NONE, CONSISTENCY_WARNING, CONSISTENCY_EXCEPTION }
	Different level of consistency check. More...
Public Member Functions
	BaseKalmanFilter (std::size_t size_)
	Create a kalman filter.
jblas::vec const &	getX () const
jblas::vec &	getX ()
jblas::sym_mat const &	getP () const
jblas::sym_mat &	getP ()
void	clear ()
	clear the state vector and the covariance matrix
boost::posix_time::time_duration const &	getCurrentTime () const
void	setCovUpdateType (CovUpdateType covUpdateType_)
CovUpdateType	getCovUpdateType () const
void	setupConsistencyCheck (ConsistencyCheckLevel level_, double chi2Threshold_)
ConsistencyCheckLevel	getConsistencyCheckLevel () const
double	getChi2Threshold () const
void	init (const jblas::vec &state_, const jblas::sym_mat &cov_, boost::posix_time::time_duration const &curTime)
	Init the filter with state_ and covariance cov_ and curTime.
void	init (const jblas::vec &state_, const jblas::sym_mat &cov_)
	Init the filter with state_ and covariance cov_, current time is set to 0.
void	init (boost::posix_time::time_duration const &curTime)
	Init the filter at curTime, state is set to zero.
virtual std::size_t	sizeState () const
Protected Member Functions
template<class Vec >
void	checkConsistency (Vec const &y, jblas::sym_mat const &Sinv)
	Check the consistency of an update.
void	checkConsistency (double y, double Sinv)
template<typename YType , typename SinvType >
void	checkConsistency (YType y, SinvType Sinv, double ySiy)
void	writeLogHeader (jafar::kernel::DataLogger &log) const
	Implements this method calling repeatidly log methods.
void	writeLogData (jafar::kernel::DataLogger &log) const
	Implements this method calling repeatidly log methods.
Protected Attributes
CovUpdateType	covUpdateType
	the covariance update method
jblas::vec	x
	state vector of the filter
jblas::sym_mat	P
	covariance matrix of the state vector
boost::posix_time::time_duration	p_curTime
	filter current time.
jblas::mat	K
	Kalman gain for mono dimension update.
jblas::mat	KH_tmp
	preallocated matrix to speed-up computation (used by Joseph update, and simple update)
ConsistencyCheckLevel	consistencyCheckLevel
	whether the consistency is checked
double	chi2Threshold
	consistency threshold

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Member Enumeration Documentation

enum jafar::filter::BaseKalmanFilter::ConsistencyCheckLevel

Different level of consistency check.

Enumerator:

CONSISTENCY_NONE	no check
CONSISTENCY_WARNING	send a warning to the output
CONSISTENCY_EXCEPTION	throw a filter exception with id=INCONSISTENT_UPDATE

Definition at line 44 of file kalmanFilter.hpp.

enum jafar::filter::BaseKalmanFilter::CovUpdateType

Different kind of covariance update (Bar-Shalom p294)

Enumerator:

SIMPLE	very naive update, from the books
STANDARD	still numerical errors in substraction
JOSEPH	Joseph form, less sensitive to round-off error, preserve positive definiteness, computationnaly more expensive.

Definition at line 34 of file kalmanFilter.hpp.

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Constructor & Destructor Documentation

jafar::filter::BaseKalmanFilter::BaseKalmanFilter

(

std::size_t

size_

)

Create a kalman filter.

Parameters:

size_

The size of the state

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Member Function Documentation

template<class Vec >

void jafar::filter::BaseKalmanFilter::checkConsistency	(	Vec const &	y,
		jblas::sym_mat const &	Sinv
	)		[inline, protected]

Check the consistency of an update.

Innovation y is a centered gaussian distribution with covariance S.

Definition at line 78 of file kalmanFilter.hpp.

References CONSISTENCY_NONE, consistencyCheckLevel, and JFR_PRECOND.

virtual std::size_t jafar::filter::BaseKalmanFilter::sizeState

(

)

const [inline, virtual]

Returns:

size of the filter state.

Reimplemented in jafar::filter::BlockExtendedKalmanFilter.

Definition at line 179 of file kalmanFilter.hpp.

References x.

void jafar::filter::BaseKalmanFilter::writeLogData

(

jafar::kernel::DataLogger &

log

)

const [protected, virtual]

Implements this method calling repeatidly log methods.

You should use writeData() or writeDataVector().

Implements jafar::kernel::DataLoggable.

void jafar::filter::BaseKalmanFilter::writeLogHeader

(

jafar::kernel::DataLogger &

log

)

const [protected, virtual]

Implements this method calling repeatidly log methods.

You should use writeComment(), writeLegend() or writeLegendTokens().

Implements jafar::kernel::DataLoggable.

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Member Data Documentation

double jafar::filter::BaseKalmanFilter::chi2Threshold [protected]

consistency threshold

See also:

checkConsistency()

Definition at line 72 of file kalmanFilter.hpp.

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

• modules/filter/include/filter/kalmanFilter.hpp