This class implements a Kalman filter. More...

Detailed Description

This class implements a Kalman filter.

Definition at line 189 of file kalmanFilter.hpp.

Inheritance diagram for jafar::filter::KalmanFilter:

Public Member Functions
	KalmanFilter (std::size_t size_)
	Create a kalman filter.
void	predict (const LinearPredictModel &m_)
	This function computes the prediction step.
void	predict (LinearCommandPredictModel &m_, jblas::vec const &u_)
	This function computes the prediction step.
void	update (LinearObserveModel &m_, jblas::vec &z_)
	This function computes the observation step.
Protected Member Functions
void	updateLinear (const jblas::mat_range &H_, const jblas::vec_range &z_, double R_)
	This function computes the observation step (observation is given).

Constructor & Destructor Documentation

jafar::filter::KalmanFilter::KalmanFilter ( std::size_t size_ )

Create a kalman filter.

Parameters:

size_ dimension of the state

void jafar::filter::KalmanFilter::predict ( const LinearPredictModel & m_ )

This function computes the prediction step.

Parameters:

m_	linear predict model

void jafar::filter::KalmanFilter::predict	(	LinearCommandPredictModel &	m_,
		jblas::vec const &	u_
	)

This function computes the prediction step.

Parameters:

m_	linear command predict model

void jafar::filter::KalmanFilter::update	(	LinearObserveModel &	m_,
		jblas::vec &	z_
	)

This function computes the observation step.

Parameters:

m_	linear observation model
z_	measure

void jafar::filter::KalmanFilter::updateLinear	(	const jblas::mat_range &	H_,
		const jblas::vec_range &	z_,
		double	R_
	)		`[protected]`

This function computes the observation step (observation is given).

In the case of a scalar observation.

Parameters:

H_	observation matrix (only one row)
z_	measure
R_	measure noise variance

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