Module filter

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Detailed Description

Version:

0.5

Author:

thomas.lemaire@laas.fr

This module implements common filters algorithms.

The script demoKalman.tcl shows modules jmath and filter in action in a tcl script.

History

• 0.5 (2006-05-29) - Various improvments
• 0.4 (2006-01-05) - Various improvments
• 0.3 (2006-01-05) - Add smooth constraints
• 0.2 (2004-12-10) - Kalman filter with a resizable state vector optimized for SLAM.
• 0.1 (2004-10-04) - Initial version

Overview

This module provides a Kalman filter, an Extended Kalman filter. It also defines prediction model and observation model concepts.

Conception has been made using idea from Bayes++ (http://bayesclasses.sourceforge.net) but avoiding all the clutter of this library ! The main classes of this module are the following:

• jafar::filter::BaseKalmanFilter: root class for Kalman filters (linear, extended, by block)
• jafar::filter::BasePredictModel: root class for all prediction models,
• jafar::filter::BaseObserveModel: root class for all observation models.

Tcl interface (generated by swig)

The interface of the module is generated from the following files:

• filter.i defines the wrapped classes and functions,
• filterException.i defines the try { } catch block for this module.

Classes
class	jafar::filter::JacobianStrongConstraintModel
	Smooth constraint to be applied on a kalman filter state. More...
class	jafar::filter::FilterException
	Base class for all exceptions defined in the module filter. More...
class	jafar::filter::InconsistentUpdateException
	This exception is thrown when an inconsistent update occurs in the Kalman filter. More...
class	jafar::filter::BaseKalmanFilter
	Base class for kalman filters. More...
class	jafar::filter::KalmanFilter
	This class implements a Kalman filter. More...
class	jafar::filter::ExtendedKalmanFilter
	This class implements an Extended Kalman filter. More...
class	jafar::filter::ExtendedKalmanFilterImplicit
	This class implements an Extended Kalman filter for Implicit observation function. More...
class	jafar::filter::BlockExtendedKalmanFilter
	This class implements an extended Kalman filter to be used for example to solve the SLAM problem. More...
class	jafar::filter::BaseObserveModel
	Base class for observation models. More...
class	jafar::filter::LinearObserveModel
	Linear observation model. More...
class	jafar::filter::JacobianObserveModel
	Non linear observation model. More...
class	jafar::filter::JacobianImplicitObserveModel
	Non linear implicit observation model. More...
class	jafar::filter::BlockObserveModel
	Non linear observation model defined by blocks (two blocks). More...
class	jafar::filter::BasePredictModel
	Base class for all prediction models. More...
class	jafar::filter::BaseCommandPredictModel
	Base class for all prediction models with a input command. More...
class	jafar::filter::LinearPredictModel
	Linear prediction model. More...
class	jafar::filter::LinearCommandPredictModel
	Linear prediction model with command. More...
class	jafar::filter::JacobianPredictModel
	General non linear predict model. More...
class	jafar::filter::JacobianCommandPredictModel
	General non linear predict model with an input command. More...
class	jafar::filter::JacobianBlockPredictModel
	Non linear prediction model defined for one block. More...
class	jafar::filter::JacobianBlockCommandPredictModel
	Non linear prediction with an input command model defined for one block. More...