Changeset 62 for bdm/estim/libKF.h

Timestamp:

04/06/08 20:14:56 (16 years ago)

Author:

smidl

Message:

nova simulace s EKFfixed a novy EKF na plnych maticich

Files:

• bdm/estim/libKF.h (modified) (5 diffs)

bdm/estim/libKF.h

@@ -26 +26 @@
 
 class KalmanFull {
+protected:
         int dimx, dimy, dimu;
         mat A, B, C, D, R, Q;
@@ -47 +48 @@
         //! print elements of KF
         friend std::ostream &operator<< ( std::ostream &os, const KalmanFull &kf );
-
+        //! For EKFfull;
+        KalmanFull(){};
 };
 
@@ -166 +168 @@
 
 /*!
+\brief Extended Kalman Filter in full matrices
+
+An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.
+*/
+class EKFfull : public KalmanFull, public BM {
+        //! Internal Model f(x,u)
+        diffbifn* pfxu;
+        //! Observation Model h(x,u)
+        diffbifn* phxu;
+public:
+        //! Default constructor
+        EKFfull ( RV rvx, RV rvy, RV rvu );
+        //! Set nonlinear functions for mean values and covariance matrices.
+        void set_parameters ( diffbifn* pfxu, diffbifn* phxu, const mat Q0, const mat R0 );
+        //! Here dt = [yt;ut] of appropriate dimensions
+        void bayes ( const vec &dt );
+        //! set estimates
+        void set_est (vec mu0, mat P0){mu=mu0;P=P0;};
+        //!dummy!
+        epdf& _epdf(){enorm<fsqmat> E(rv); return E;};
+};
+
+/*!
 \brief Extended Kalman Filter
 
@@ -186 +211 @@
 
 /*!
-\brief Extended Kalman Filter in Square roor
+\brief Extended Kalman Filter in Square root
 
 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.
@@ -330 +355 @@
 
 };
+ 
+
 
 //TODO why not const pointer??