[172] | 1 | \hypertarget{classEKFfixed}{ |
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[99] | 2 | \section{EKFfixed Class Reference} |
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| 3 | \label{classEKFfixed}\index{EKFfixed@{EKFfixed}} |
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[172] | 4 | } |
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| 5 | Extended \hyperlink{classKalman}{Kalman} Filter with full matrices in fixed point arithmetic. |
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[99] | 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$ekf\_\-obj.h$>$} |
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| 9 | |
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| 10 | Inheritance diagram for EKFfixed:\nopagebreak |
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| 11 | \begin{figure}[H] |
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| 12 | \begin{center} |
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| 13 | \leavevmode |
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| 14 | \includegraphics[width=72pt]{classEKFfixed__inherit__graph} |
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| 15 | \end{center} |
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| 16 | \end{figure} |
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| 17 | Collaboration diagram for EKFfixed:\nopagebreak |
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| 18 | \begin{figure}[H] |
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| 19 | \begin{center} |
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| 20 | \leavevmode |
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| 21 | \includegraphics[height=400pt]{classEKFfixed__coll__graph} |
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| 22 | \end{center} |
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| 23 | \end{figure} |
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| 24 | \subsection*{Public Member Functions} |
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| 25 | \begin{CompactItemize} |
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| 26 | \item |
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[172] | 27 | \hypertarget{classEKFfixed_cece920bbf58fc72b25a6417b3ef0259}{ |
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| 28 | void \textbf{init\_\-ekf} (double Tv)} |
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| 29 | \label{classEKFfixed_cece920bbf58fc72b25a6417b3ef0259} |
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[99] | 30 | |
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| 31 | \item |
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[172] | 32 | \hypertarget{classEKFfixed_491e636b259dda3b876b7bd492df6b7c}{ |
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| 33 | void \textbf{ekf} (double ux, double uy, double isxd, double isyd)} |
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| 34 | \label{classEKFfixed_491e636b259dda3b876b7bd492df6b7c} |
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[99] | 35 | |
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| 36 | \item |
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[172] | 37 | \hypertarget{classEKFfixed_e77b35e1a11356dbfb1fdfa3017f60d3}{ |
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| 38 | void \textbf{prediction} (int $\ast$ux)} |
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| 39 | \label{classEKFfixed_e77b35e1a11356dbfb1fdfa3017f60d3} |
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[99] | 40 | |
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| 41 | \item |
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[172] | 42 | \hypertarget{classEKFfixed_83ed56b86a056d7dbdd6ce44145fa5f3}{ |
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| 43 | void \textbf{correction} (void)} |
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| 44 | \label{classEKFfixed_83ed56b86a056d7dbdd6ce44145fa5f3} |
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[99] | 45 | |
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| 46 | \item |
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[172] | 47 | \hypertarget{classEKFfixed_dce43355681cfe8f1905db207b4dde8d}{ |
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| 48 | void \textbf{update\_\-psi} (void)} |
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| 49 | \label{classEKFfixed_dce43355681cfe8f1905db207b4dde8d} |
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[99] | 50 | |
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| 51 | \item |
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[172] | 52 | \hypertarget{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}{ |
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| 53 | \hyperlink{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}{EKFfixed} (\hyperlink{classRV}{RV} rvx, \hyperlink{classRV}{RV} \hyperlink{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{rvc})} |
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| 54 | \label{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef} |
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[99] | 55 | |
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| 56 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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[172] | 57 | \hypertarget{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{ |
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| 58 | void \hyperlink{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{bayes} (const vec \&dt)} |
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| 59 | \label{classEKFfixed_ddf5334bc1207658fd53698fffbac028} |
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[99] | 60 | |
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[172] | 61 | \begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item |
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| 62 | \hypertarget{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}{ |
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| 63 | \hyperlink{classepdf}{epdf} \& \hyperlink{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}{\_\-epdf} ()} |
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| 64 | \label{classEKFfixed_085cf16c573eda32d8d03619c6c4b518} |
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[99] | 65 | |
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| 66 | \begin{CompactList}\small\item\em dummy! \item\end{CompactList}\item |
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[172] | 67 | \hypertarget{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}{ |
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| 68 | void \hyperlink{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}{condition} (const vec \&Q0)} |
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| 69 | \label{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e} |
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[99] | 70 | |
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| 71 | \begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item |
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[172] | 72 | \hypertarget{classBM_0186270f75189677f390fe088a9947e9}{ |
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| 73 | virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)} |
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| 74 | \label{classBM_0186270f75189677f390fe088a9947e9} |
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[99] | 75 | |
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| 76 | \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item |
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[172] | 77 | \hypertarget{classBM_8554809fec160bee279bcd5fa14ead5c}{ |
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| 78 | virtual const \hyperlink{classepdf}{epdf} \& \hyperlink{classBM_8554809fec160bee279bcd5fa14ead5c}{\_\-epdf} () const =0} |
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| 79 | \label{classBM_8554809fec160bee279bcd5fa14ead5c} |
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[99] | 80 | |
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[172] | 81 | \begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item |
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| 82 | virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const |
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| 83 | \item |
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| 84 | \hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{ |
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| 85 | const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const } |
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| 86 | \label{classBM_126bd2595c48e311fc2a7ab72876092a} |
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| 87 | |
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[99] | 88 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[172] | 89 | \hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{ |
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| 90 | double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const } |
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| 91 | \label{classBM_87f4a547d2c29180be88175e5eab9c88} |
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[99] | 92 | |
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| 93 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[172] | 94 | \hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{ |
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| 95 | void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)} |
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| 96 | \label{classBM_1ffa9f23669aabecc3760c06c6987522} |
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[99] | 97 | |
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[172] | 98 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 99 | virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false) |
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| 100 | \item |
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| 101 | \hypertarget{classBMcond_3fa60348b2da6b4208bb95b8d146900a}{ |
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| 102 | const \hyperlink{classRV}{RV} \& \hyperlink{classBMcond_3fa60348b2da6b4208bb95b8d146900a}{\_\-rvc} () const } |
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| 103 | \label{classBMcond_3fa60348b2da6b4208bb95b8d146900a} |
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| 104 | |
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[99] | 105 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 106 | \subsection*{Public Attributes} |
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| 107 | \begin{CompactItemize} |
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| 108 | \item |
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[172] | 109 | \hypertarget{classEKFfixed_d04ddf049475a15e1ba93161aa5586ab}{ |
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| 110 | int \textbf{Q} \mbox{[}16\mbox{]}} |
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| 111 | \label{classEKFfixed_d04ddf049475a15e1ba93161aa5586ab} |
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[99] | 112 | |
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| 113 | \item |
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[172] | 114 | \hypertarget{classEKFfixed_d914213d413b4d8f8d7bb728c5063d5e}{ |
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| 115 | int \textbf{R} \mbox{[}4\mbox{]}} |
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| 116 | \label{classEKFfixed_d914213d413b4d8f8d7bb728c5063d5e} |
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[99] | 117 | |
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| 118 | \item |
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[172] | 119 | \hypertarget{classEKFfixed_7fd20a80b00e9782da676e48eb5b54b3}{ |
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| 120 | int \textbf{x\_\-est} \mbox{[}4\mbox{]}} |
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| 121 | \label{classEKFfixed_7fd20a80b00e9782da676e48eb5b54b3} |
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[99] | 122 | |
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| 123 | \item |
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[172] | 124 | \hypertarget{classEKFfixed_9518fa723d7324f75df7822a589ee196}{ |
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| 125 | int \textbf{x\_\-pred} \mbox{[}4\mbox{]}} |
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| 126 | \label{classEKFfixed_9518fa723d7324f75df7822a589ee196} |
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[99] | 127 | |
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| 128 | \item |
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[172] | 129 | \hypertarget{classEKFfixed_0b731c546a474433c1ea6f36f0125774}{ |
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| 130 | int \textbf{P\_\-pred} \mbox{[}16\mbox{]}} |
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| 131 | \label{classEKFfixed_0b731c546a474433c1ea6f36f0125774} |
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[99] | 132 | |
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| 133 | \item |
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[172] | 134 | \hypertarget{classEKFfixed_b9ec9cb2d092ca3f4ad2a3b4420867ac}{ |
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| 135 | int \textbf{P\_\-est} \mbox{[}16\mbox{]}} |
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| 136 | \label{classEKFfixed_b9ec9cb2d092ca3f4ad2a3b4420867ac} |
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[99] | 137 | |
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| 138 | \item |
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[172] | 139 | \hypertarget{classEKFfixed_5a8040cdb8bb5dca753485dc67db3287}{ |
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| 140 | int \textbf{Y\_\-mes} \mbox{[}2\mbox{]}} |
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| 141 | \label{classEKFfixed_5a8040cdb8bb5dca753485dc67db3287} |
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[99] | 142 | |
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| 143 | \item |
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[172] | 144 | \hypertarget{classEKFfixed_9292e43fb8e6fedfabb3a9b3c2118e33}{ |
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| 145 | int \textbf{ukalm} \mbox{[}2\mbox{]}} |
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| 146 | \label{classEKFfixed_9292e43fb8e6fedfabb3a9b3c2118e33} |
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[99] | 147 | |
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| 148 | \item |
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[172] | 149 | \hypertarget{classEKFfixed_f754902bb769d3b58b89108c76d9a394}{ |
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| 150 | int \textbf{Kalm} \mbox{[}8\mbox{]}} |
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| 151 | \label{classEKFfixed_f754902bb769d3b58b89108c76d9a394} |
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[99] | 152 | |
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| 153 | \item |
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[172] | 154 | \hypertarget{classEKFfixed_bf4b3d55c8d277673bf77f37f6590217}{ |
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| 155 | int \textbf{PSI} \mbox{[}16\mbox{]}} |
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| 156 | \label{classEKFfixed_bf4b3d55c8d277673bf77f37f6590217} |
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[99] | 157 | |
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| 158 | \item |
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[172] | 159 | \hypertarget{classEKFfixed_8a677b253b54696701c1ca0cb6f7a622}{ |
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| 160 | int \textbf{temp15a} \mbox{[}16\mbox{]}} |
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| 161 | \label{classEKFfixed_8a677b253b54696701c1ca0cb6f7a622} |
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[99] | 162 | |
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| 163 | \item |
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[172] | 164 | \hypertarget{classEKFfixed_6d4354dad09286a7a209983732853c5b}{ |
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| 165 | int \textbf{cA}} |
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| 166 | \label{classEKFfixed_6d4354dad09286a7a209983732853c5b} |
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[99] | 167 | |
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| 168 | \item |
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[172] | 169 | \hypertarget{classEKFfixed_eac752adfb921c1c525f8c3b3fd15dad}{ |
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| 170 | int \textbf{cB}} |
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| 171 | \label{classEKFfixed_eac752adfb921c1c525f8c3b3fd15dad} |
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[99] | 172 | |
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| 173 | \item |
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[172] | 174 | \hypertarget{classEKFfixed_2f35ef3dce13131ae9b4427309a1d005}{ |
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| 175 | int \textbf{cC}} |
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| 176 | \label{classEKFfixed_2f35ef3dce13131ae9b4427309a1d005} |
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[99] | 177 | |
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| 178 | \item |
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[172] | 179 | \hypertarget{classEKFfixed_50b31e70bb17cbdde2e28c83b9612c47}{ |
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| 180 | int \textbf{cG}} |
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| 181 | \label{classEKFfixed_50b31e70bb17cbdde2e28c83b9612c47} |
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[99] | 182 | |
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| 183 | \item |
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[172] | 184 | \hypertarget{classEKFfixed_086e18ad28d139b0a2c0f77badc77a9a}{ |
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| 185 | int \textbf{cH}} |
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| 186 | \label{classEKFfixed_086e18ad28d139b0a2c0f77badc77a9a} |
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[99] | 187 | |
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| 188 | \item |
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[172] | 189 | \hypertarget{classEKFfixed_540046e3ab4d0bed4791f397062a626f}{ |
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| 190 | long \textbf{temp30a} \mbox{[}4\mbox{]}} |
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| 191 | \label{classEKFfixed_540046e3ab4d0bed4791f397062a626f} |
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[99] | 192 | |
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| 193 | \item |
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[172] | 194 | \hypertarget{classEKFfixed_ea92b06e2b66c6771828e689bb727b76}{ |
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| 195 | \hyperlink{classenorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ \textbf{E}} |
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| 196 | \label{classEKFfixed_ea92b06e2b66c6771828e689bb727b76} |
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[99] | 197 | |
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| 198 | \item |
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[172] | 199 | \hypertarget{classEKFfixed_6e5552506214757d24e59e508f91c8aa}{ |
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| 200 | mat \textbf{Ry}} |
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| 201 | \label{classEKFfixed_6e5552506214757d24e59e508f91c8aa} |
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[99] | 202 | |
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| 203 | \end{CompactItemize} |
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| 204 | \subsection*{Protected Attributes} |
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| 205 | \begin{CompactItemize} |
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| 206 | \item |
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[172] | 207 | \hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{ |
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| 208 | \hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}} |
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| 209 | \label{classBM_af00f0612fabe66241dd507188cdbf88} |
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[99] | 210 | |
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| 211 | \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item |
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[172] | 212 | \hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{ |
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| 213 | double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}} |
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| 214 | \label{classBM_5623fef6572a08c2b53b8c87b82dc979} |
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[99] | 215 | |
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| 216 | \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item |
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[172] | 217 | \hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{ |
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| 218 | bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}} |
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| 219 | \label{classBM_bf6fb59b30141074f8ee1e2f43d03129} |
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[99] | 220 | |
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[172] | 221 | \begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\item |
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| 222 | \hypertarget{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{ |
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| 223 | \hyperlink{classRV}{RV} \hyperlink{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{rvc}} |
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| 224 | \label{classBMcond_9ba793c8ec453f04d372d17195ed8dec} |
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[99] | 225 | |
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| 226 | \begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize} |
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| 227 | |
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| 228 | |
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| 229 | \subsection{Detailed Description} |
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[172] | 230 | Extended \hyperlink{classKalman}{Kalman} Filter with full matrices in fixed point arithmetic. |
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[99] | 231 | |
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| 232 | An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. |
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| 233 | |
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[172] | 234 | \subsection{Member Function Documentation} |
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| 235 | \hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{ |
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| 236 | \index{EKFfixed@{EKFfixed}!logpred@{logpred}} |
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| 237 | \index{logpred@{logpred}!EKFfixed@{EKFfixed}} |
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| 238 | \subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 239 | \label{classBM_8a8ce6df431689964c41cc6c849cfd06} |
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| 240 | |
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| 241 | |
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| 242 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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| 243 | |
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| 244 | Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{ |
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| 245 | \index{EKFfixed@{EKFfixed}!\_\-copy\_\-@{\_\-copy\_\-}} |
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| 246 | \index{\_\-copy\_\-@{\_\-copy\_\-}!EKFfixed@{EKFfixed}} |
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| 247 | \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 248 | \label{classBM_eb58c81d6a7b75b05fc6f276eed78887} |
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| 249 | |
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| 250 | |
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| 251 | Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} |
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| 252 | |
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| 253 | Reimplemented in \hyperlink{classARX_d2751057811c6fb8f4ff86e1648bcddc}{ARX}. |
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| 254 | |
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| 255 | Referenced by MixEF::MixEF(). |
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| 256 | |
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[99] | 257 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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| 258 | \item |
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[172] | 259 | work/git/mixpp/pmsm/simulator\_\-zdenek/ekf\_\-example/\hyperlink{ekf__obj_8h}{ekf\_\-obj.h}\item |
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[145] | 260 | work/git/mixpp/pmsm/simulator\_\-zdenek/ekf\_\-example/ekf\_\-obj.cpp\end{CompactItemize} |
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