|
|
using | Base_class = LKF< n, m, p > |
| |
|
using | x_t = typename Base_class::x_t |
| |
|
using | u_t = typename Base_class::u_t |
| |
|
using | z_t = typename Base_class::z_t |
| |
|
using | P_t = typename Base_class::P_t |
| |
|
using | R_t = typename Base_class::R_t |
| |
|
using | statecov_t = typename Base_class::statecov_t |
| |
|
using | A_t = typename Base_class::A_t |
| |
|
using | B_t = typename Base_class::B_t |
| |
|
using | H_t = typename Base_class::H_t |
| |
|
using | Q_t = typename Base_class::Q_t |
| |
|
using | coeff_A_t = A_t |
| |
|
typedef Eigen::Matrix< unsigned, n, n > | dtexp_A_t |
| |
|
using | coeff_B_t = B_t |
| |
|
typedef Eigen::Matrix< unsigned, n, m > | dtexp_B_t |
| |
|
using | Base_class = KalmanFilter< n, m, p > |
| | Base class of this class.
|
| |
|
using | x_t = typename Base_class::x_t |
| | State vector type .
|
| |
|
using | u_t = typename Base_class::u_t |
| | Input vector type .
|
| |
|
using | z_t = typename Base_class::z_t |
| | Measurement vector type .
|
| |
|
using | P_t = typename Base_class::P_t |
| | State uncertainty covariance matrix type .
|
| |
|
using | R_t = typename Base_class::R_t |
| | Measurement noise covariance matrix type .
|
| |
|
using | Q_t = typename Base_class::Q_t |
| | Process noise covariance matrix type .
|
| |
|
using | statecov_t = typename Base_class::statecov_t |
| | Helper struct for passing around the state and its covariance in one variable.
|
| |
|
typedef Eigen::Matrix< double, n, n > | A_t |
| | System transition matrix type .
|
| |
|
typedef Eigen::Matrix< double, n, m > | B_t |
| | Input to state mapping matrix type .
|
| |
|
typedef Eigen::Matrix< double, p, n > | H_t |
| | State to measurement mapping matrix type .
|
| |
|
typedef Eigen::Matrix< double, n, p > | K_t |
| | Kalman gain matrix type .
|
| |
|
typedef Eigen::Matrix< double, n, 1 > | x_t |
| | State vector type .
|
| |
|
typedef Eigen::Matrix< double, m, 1 > | u_t |
| | Input vector type .
|
| |
|
typedef Eigen::Matrix< double, p, 1 > | z_t |
| | Measurement vector type .
|
| |
|
typedef Eigen::Matrix< double, n, n > | P_t |
| | State uncertainty covariance matrix type .
|
| |
|
typedef Eigen::Matrix< double, p, p > | R_t |
| | Measurement noise covariance matrix type .
|
| |
|
typedef Eigen::Matrix< double, n, n > | Q_t |
| | Process noise covariance matrix type .
|
| |
|
|
| LKF_MRS_odom (const std::vector< H_t > &Hs, const double default_dt=1) |
| |
|
virtual statecov_t | predict (const statecov_t &sc, const u_t &u, const Q_t &Q, double dt) const override |
| |
|
x_t | state_predict_optimized (const x_t &x_prev, const u_t &u, double dt) const |
| |
|
P_t | covariance_predict_optimized (const P_t &P, const Q_t &Q, double dt) const |
| |
| | LKF () |
| | Convenience default constructor.
|
| |
| | LKF (const A_t &A, const B_t &B, const H_t &H) |
| | The main constructor.
|
| |
| virtual statecov_t | correct (const statecov_t &sc, const z_t &z, const R_t &R) const override |
| | Applies the correction (update, measurement, data) step of the Kalman filter.
|
| |
| virtual statecov_t | predict (const statecov_t &sc, const u_t &u, const Q_t &Q, double dt) const override |
| | Applies the prediction (time) step of the Kalman filter.
|
| |
|
|
A_t | A |
| | The system transition matrix .
|
| |
|
B_t | B |
| | The input to state mapping matrix .
|
| |
|
H_t | H |
| | The state to measurement mapping matrix .
|
| |
|
virtual K_t | computeKalmanGain (const statecov_t &sc, const z_t &z, const R_t &R, const H_t &H) const |
| |
|
statecov_t ::type | correction_impl (const statecov_t &sc, const z_t &z, const R_t &R, const H_t &H) const |
| |
|
static P_t | covariance_predict (const A_t &A, const P_t &P, const Q_t &Q, const double dt) |
| |
|
static std::enable_if< check==0, x_t >::type | state_predict (const A_t &A, const x_t &x, const B_t &B, const u_t &u) |
| |
|
static std::enable_if< check!=0, x_t >::type | state_predict (const A_t &A, const x_t &x, const B_t &B, const u_t &u) |
| |
|
static R_t | invert_W (R_t W) |
| |