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67<h1>ekf_template.h</h1><a href="ekf__template_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
68<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EKF_TEMPLATE_H</span>
69<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMPLATE_H</span>
70<a name="l00015"></a>00015 <span class="preprocessor"></span>
[591]71<a name="l00016"></a>00016 <span class="preprocessor">#include &quot;<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">kalman.h</a>&quot;</span>
[472]72<a name="l00017"></a>00017
[591]73<a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm {
[472]74<a name="l00019"></a>00019
75<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>  {
76<a name="l00022"></a>00022 <span class="keyword">public</span>:
[591]77<a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#a17a98c06f5efe38e0da0beb96d6f9584">00023</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#a17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) {
78<a name="l00024"></a>00024                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a> = diag ( QR0 ( 0, <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> - 1 ) );
79<a name="l00025"></a>00025                 <a class="code" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084" title="Matrix R in square-root form.">R</a> = diag ( QR0 ( <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> + <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> - 1 ) );
[472]80<a name="l00026"></a>00026         };
81<a name="l00027"></a>00027 };
82<a name="l00028"></a>00028
83<a name="l00030"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html">00030</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__dQ.html" title="Extended Kalman filter in Choleski form with unknown diagonal Q.">EKFCh_dQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> {
84<a name="l00031"></a>00031 <span class="keyword">public</span>:
[591]85<a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html#ab37b8ffb5699b4edd533fda4ffeaa916">00032</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__dQ.html#ab37b8ffb5699b4edd533fda4ffeaa916" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) {
86<a name="l00033"></a>00033                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#ab192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( Q0, 0 );
[472]87<a name="l00034"></a>00034                 <span class="comment">//from EKF</span>
[591]88<a name="l00035"></a>00035                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() );
[472]89<a name="l00036"></a>00036         };
90<a name="l00037"></a>00037 };
91<a name="l00038"></a>00038
92<a name="l00040"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html">00040</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__chQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_chQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> {
[591]93<a name="l00041"></a>00041 <span class="keyword">public</span>:
94<a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html#ae663ea1b2e9ca242a932b837d99d9c6b">00042</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__chQ.html#ae663ea1b2e9ca242a932b837d99d9c6b" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;chQ0 ) {
95<a name="l00043"></a>00043                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#ab8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( chQ0 );
[472]96<a name="l00044"></a>00044                 <span class="comment">//from EKF</span>
[591]97<a name="l00045"></a>00045                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() );
98<a name="l00046"></a>00046         };
[472]99<a name="l00047"></a>00047 };
100<a name="l00048"></a>00048
101<a name="l00050"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00050</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>  {
[591]102<a name="l00051"></a>00051 <span class="keyword">public</span>:
103<a name="l00052"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#a8c792fe284f4a26e6af9de251323fc52">00052</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#a8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {
104<a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1EKFCh.html#a5dc1964a6058057c9e17ea3c2f33bd2a" title="Internal Model f(x,u).">pfxu</a>-&gt;condition ( val );
105<a name="l00054"></a>00054         };
[472]106<a name="l00055"></a>00055 };
107<a name="l00056"></a>00056
108<a name="l00057"></a>00057 }
109<a name="l00058"></a>00058 <span class="preprocessor">#endif //EKF_TEMP_H</span>
110</pre></div></div>
[608]111<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:32 2009 for mixpp by&nbsp;
[472]112<a href="http://www.doxygen.org/index.html">
[591]113<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
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