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19<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
20<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EKF_TEMP_H</span>
21<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMP_H</span>
22<a name="l00015"></a>00015 <span class="preprocessor"></span>
23<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>
24<a name="l00017"></a>00017
25<a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm{
26<a name="l00019"></a>00019
27<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> {
28<a name="l00022"></a>00022 <span class="keyword">public</span>:
29<a name="l00024"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#58cd78b3bfcf989add9404de2982b281">00024</a>         <a class="code" href="classbdm_1_1EKFful__unQR.html#58cd78b3bfcf989add9404de2982b281" title="Default constructor.">EKFful_unQR</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rQR ) :<a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> ( rx,ry,ru ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQR ) {};
30<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 &amp;QR0 ) {
31<a name="l00026"></a>00026                 Q=diag(QR0(0,dimx-1));
32<a name="l00027"></a>00027                 R=diag(QR0(dimx,dimx+dimy-1));
33<a name="l00028"></a>00028         };
34<a name="l00029"></a>00029 };
35<a name="l00030"></a>00030
36<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> {
37<a name="l00033"></a>00033 <span class="keyword">public</span>:
38<a name="l00035"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#141a533cf50bb89ab93356908628bc0b">00035</a>         <a class="code" href="classbdm_1_1EKFCh__unQ.html#141a533cf50bb89ab93356908628bc0b" title="Default constructor.">EKFCh_unQ</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rQ ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQ ) {};
39<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 &amp;Q0 ) {
40<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 );
41<a name="l00038"></a>00038                 <span class="comment">//from EKF</span>
42<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>() );
43<a name="l00040"></a>00040         };
44<a name="l00041"></a>00041 };
45<a name="l00042"></a>00042
46<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> {
47<a name="l00045"></a>00045         <span class="keyword">public</span>:
48<a name="l00047"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#65598df9fec73a8aed6bef31187d3dc1">00047</a>                 <a class="code" href="classbdm_1_1EKFCh__cond.html#65598df9fec73a8aed6bef31187d3dc1" title="Default constructor.">EKFCh_cond</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rC ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rC ) {};
49<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 &amp;val ) {
50<a name="l00049"></a>00049                         <a class="code" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( val );
51<a name="l00050"></a>00050                 };
52<a name="l00051"></a>00051 };
53<a name="l00052"></a>00052
54<a name="l00053"></a>00053 }
55<a name="l00054"></a>00054 <span class="preprocessor">#endif //EKF_TEMP_H</span>
56</pre></div></div>
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