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64 | <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 |
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65 | <a name="l00013"></a>00013 <span class="preprocessor">#ifndef EKF_TEMPLATE_H</span> |
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66 | <a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMPLATE_H</span> |
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67 | <a name="l00015"></a>00015 <span class="preprocessor"></span> |
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68 | <a name="l00016"></a>00016 <span class="preprocessor">#include "<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">kalman.h</a>"</span> |
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69 | <a name="l00017"></a>00017 |
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70 | <a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm { |
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71 | <a name="l00019"></a>00019 |
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72 | <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> { |
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73 | <a name="l00022"></a>00022 <span class="keyword">public</span>: |
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74 | <a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00023</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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75 | <a name="l00024"></a>00024 <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a> = diag ( QR0 ( 0, <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> - 1 ) ); |
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76 | <a name="l00025"></a>00025 <a class="code" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084" title="Matrix R in square-root form.">R</a> = diag ( QR0 ( <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> + <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> - 1 ) ); |
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77 | <a name="l00026"></a>00026 }; |
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78 | <a name="l00027"></a>00027 }; |
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79 | <a name="l00028"></a>00028 |
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80 | <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> { |
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81 | <a name="l00031"></a>00031 <span class="keyword">public</span>: |
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82 | <a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html#b37b8ffb5699b4edd533fda4ffeaa916">00032</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__dQ.html#b37b8ffb5699b4edd533fda4ffeaa916" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &Q0 ) { |
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83 | <a name="l00033"></a>00033 <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#b192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( Q0, 0 ); |
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84 | <a name="l00034"></a>00034 <span class="comment">//from EKF</span> |
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85 | <a name="l00035"></a>00035 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); |
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86 | <a name="l00036"></a>00036 }; |
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87 | <a name="l00037"></a>00037 }; |
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88 | <a name="l00038"></a>00038 |
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89 | <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> { |
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90 | <a name="l00041"></a>00041 <span class="keyword">public</span>: |
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91 | <a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html#e663ea1b2e9ca242a932b837d99d9c6b">00042</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__chQ.html#e663ea1b2e9ca242a932b837d99d9c6b" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &chQ0 ) { |
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92 | <a name="l00043"></a>00043 <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#b8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( chQ0 ); |
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93 | <a name="l00044"></a>00044 <span class="comment">//from EKF</span> |
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94 | <a name="l00045"></a>00045 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); |
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95 | <a name="l00046"></a>00046 }; |
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96 | <a name="l00047"></a>00047 }; |
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97 | <a name="l00048"></a>00048 |
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98 | <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> { |
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99 | <a name="l00051"></a>00051 <span class="keyword">public</span>: |
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100 | <a name="l00052"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00052</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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101 | <a name="l00053"></a>00053 <a class="code" href="classbdm_1_1EKFCh.html#5dc1964a6058057c9e17ea3c2f33bd2a" title="Internal Model f(x,u).">pfxu</a>->condition ( val ); |
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102 | <a name="l00054"></a>00054 }; |
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103 | <a name="l00055"></a>00055 }; |
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104 | <a name="l00056"></a>00056 |
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105 | <a name="l00057"></a>00057 } |
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106 | <a name="l00058"></a>00058 <span class="preprocessor">#endif //EKF_TEMP_H</span> |
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107 | </pre></div></div> |
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108 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:43 2009 for mixpp by |
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109 | <a href="http://www.doxygen.org/index.html"> |
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110 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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