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18<h1>work/git/mixpp/bdm/estim/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
19<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EKF_TEMP_H</span>
20<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMP_H</span>
21<a name="l00015"></a>00015 <span class="preprocessor"></span>
22<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>
23<a name="l00017"></a>00017
24<a name="l00018"></a>00018 <span class="keyword">using namespace </span>itpp;
25<a name="l00019"></a>00019
26<a name="l00021"></a><a class="code" href="classEKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classEKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> , <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
27<a name="l00022"></a>00022 <span class="keyword">public</span>:
28<a name="l00024"></a><a class="code" href="classEKFful__unQR.html#873e3a72264f6e777c4443220db15d79">00024</a>         <a class="code" href="classEKFful__unQR.html#873e3a72264f6e777c4443220db15d79" title="Default constructor.">EKFful_unQR</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rQR ) :<a class="code" href="classEKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> ( rx,ry,ru ),<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQR ) {};
29<a name="l00025"></a><a class="code" href="classEKFful__unQR.html#b586e534c8a8d219561b0c020329d412">00025</a>         <span class="keywordtype">void</span> <a class="code" href="classEKFful__unQR.html#b586e534c8a8d219561b0c020329d412" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) {
30<a name="l00026"></a>00026                 Q=diag(QR0(0,dimx-1));
31<a name="l00027"></a>00027                 R=diag(QR0(dimx,dimx+dimy-1));
32<a name="l00028"></a>00028         };
33<a name="l00029"></a>00029 };
34<a name="l00030"></a>00030
35<a name="l00032"></a><a class="code" href="classEKFCh__unQ.html">00032</a> <span class="keyword">class </span><a class="code" href="classEKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_unQ</a> : <span class="keyword">public</span> <a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
36<a name="l00033"></a>00033 <span class="keyword">public</span>:
37<a name="l00035"></a><a class="code" href="classEKFCh__unQ.html#53936bd5a157cc210dccb56b5ef038b0">00035</a>         <a class="code" href="classEKFCh__unQ.html#53936bd5a157cc210dccb56b5ef038b0" title="Default constructor.">EKFCh_unQ</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rQ ) :<a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQ ) {};
38<a name="l00036"></a><a class="code" href="classEKFCh__unQ.html#dd27c8acf387887d477bf62bbaebe1ce">00036</a>         <span class="keywordtype">void</span> <a class="code" href="classEKFCh__unQ.html#dd27c8acf387887d477bf62bbaebe1ce" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) {
39<a name="l00037"></a>00037                 <a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 );
40<a name="l00038"></a>00038                 <span class="comment">//from EKF</span>
41<a name="l00039"></a>00039                 <a class="code" href="classKalmanCh.html#94ee9da75b0e0f632e4a354988ca3798" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>+<a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a>,<a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>,<a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() );
42<a name="l00040"></a>00040         };
43<a name="l00041"></a>00041 };
44<a name="l00042"></a>00042
45<a name="l00044"></a><a class="code" href="classEKFCh__cond.html">00044</a> <span class="keyword">class </span><a class="code" href="classEKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
46<a name="l00045"></a>00045         <span class="keyword">public</span>:
47<a name="l00047"></a><a class="code" href="classEKFCh__cond.html#727af5503bba3063c115994dd6adb059">00047</a>                 <a class="code" href="classEKFCh__cond.html#727af5503bba3063c115994dd6adb059" title="Default constructor.">EKFCh_cond</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rC ) :<a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rC ) {};
48<a name="l00048"></a><a class="code" href="classEKFCh__cond.html#93ccb6731b68f28e0fb43393d8c66e1d">00048</a>                 <span class="keywordtype">void</span> <a class="code" href="classEKFCh__cond.html#93ccb6731b68f28e0fb43393d8c66e1d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {
49<a name="l00049"></a>00049                         <a class="code" href="classEKFCh.html#f4d595c2a674f8c6831eb1909bf21757" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classfnc.html#d28babf615a7240c34ee57779250f602" title="function substitutes given value into an appropriate position">condition</a> ( val );
50<a name="l00050"></a>00050                 };
51<a name="l00051"></a>00051 };
52<a name="l00052"></a>00052
53<a name="l00053"></a>00053 <span class="preprocessor">#endif //EKF_TEMP_H</span>
54</pre></div></div>
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