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[261] | 59 | <h1>ekf_templ.h</h1><a href="ekf__templ_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 |
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[139] | 60 | <a name="l00013"></a>00013 <span class="preprocessor">#ifndef EKF_TEMP_H</span> |
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| 61 | <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMP_H</span> |
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| 62 | <a name="l00015"></a>00015 <span class="preprocessor"></span> |
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| 63 | <a name="l00016"></a>00016 <span class="preprocessor">#include "<a class="code" href="libKF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">libKF.h</a>"</span> |
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| 64 | <a name="l00017"></a>00017 |
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[255] | 65 | <a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm{ |
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[139] | 66 | <a name="l00019"></a>00019 |
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[255] | 67 | <a name="l00021"></a><a class="code" href="classbdm_1_1EKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { |
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[139] | 68 | <a name="l00022"></a>00022 <span class="keyword">public</span>: |
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[280] | 69 | <a name="l00024"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#538923d568db236bf5cd7120ae35b22d">00024</a> <a class="code" href="classbdm_1_1EKFful__unQR.html#538923d568db236bf5cd7120ae35b22d" title="Default constructor.">EKFful_unQR</a> ( ) :<a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> ( ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( ) {}; |
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[255] | 70 | <a name="l00025"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00025</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &QR0 ) { |
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[139] | 71 | <a name="l00026"></a>00026 Q=diag(QR0(0,dimx-1)); |
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| 72 | <a name="l00027"></a>00027 R=diag(QR0(dimx,dimx+dimy-1)); |
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| 73 | <a name="l00028"></a>00028 }; |
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| 74 | <a name="l00029"></a>00029 }; |
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| 75 | <a name="l00030"></a>00030 |
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[255] | 76 | <a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html">00032</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_unQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { |
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[234] | 77 | <a name="l00033"></a>00033 <span class="keyword">public</span>: |
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[280] | 78 | <a name="l00035"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#9b00134826b10bb93fc34336d6e0f9cd">00035</a> <a class="code" href="classbdm_1_1EKFCh__unQ.html#9b00134826b10bb93fc34336d6e0f9cd" title="Default constructor.">EKFCh_unQ</a> ( ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( ) {}; |
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[255] | 79 | <a name="l00036"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c">00036</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &Q0 ) { |
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| 80 | <a name="l00037"></a>00037 <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 ); |
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[234] | 81 | <a name="l00038"></a>00038 <span class="comment">//from EKF</span> |
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[255] | 82 | <a name="l00039"></a>00039 <a class="code" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>+<a class="code" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa" title="cache of rv.count()">dimx</a>,<a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>,<a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); |
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[234] | 83 | <a name="l00040"></a>00040 }; |
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| 84 | <a name="l00041"></a>00041 }; |
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| 85 | <a name="l00042"></a>00042 |
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[255] | 86 | <a name="l00044"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00044</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { |
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[234] | 87 | <a name="l00045"></a>00045 <span class="keyword">public</span>: |
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[280] | 88 | <a name="l00047"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#fafaf98b79f892fa3fd832e2d89fb11e">00047</a> <a class="code" href="classbdm_1_1EKFCh__cond.html#fafaf98b79f892fa3fd832e2d89fb11e" title="Default constructor.">EKFCh_cond</a> ( ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( ) {}; |
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[255] | 89 | <a name="l00048"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00048</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &val ) { |
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| 90 | <a name="l00049"></a>00049 <a class="code" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3" title="Internal Model f(x,u).">pfxu</a>-><a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( val ); |
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[234] | 91 | <a name="l00050"></a>00050 }; |
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| 92 | <a name="l00051"></a>00051 }; |
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| 93 | <a name="l00052"></a>00052 |
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[255] | 94 | <a name="l00053"></a>00053 } |
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| 95 | <a name="l00054"></a>00054 <span class="preprocessor">#endif //EKF_TEMP_H</span> |
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[139] | 96 | </pre></div></div> |
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[280] | 97 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:38:39 2009 for mixpp by |
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[139] | 98 | <a href="http://www.doxygen.org/index.html"> |
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| 99 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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