EKFfixed Class Reference

Extended Kalman Filter in full matrices. More...

#include <ekf_obj.h>

Inheritance diagram for EKFfixed:

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Collaboration diagram for EKFfixed:

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List of all members.

Public Member Functions
void	init_ekf (double Tv)
void	ekf (double ux, double uy, double isxd, double isyd)
void	prediction (int *ux)
void	correction (void)
void	update_psi (void)
	EKFfixed (RV rvx, RV rvc)
	Default constructor.
void	bayes (const vec &dt)
	Here dt = [yt;ut] of appropriate dimensions.
epdf &	_epdf ()
	dummy!
void	condition (const vec &Q0)
	Substitute val for rvc.
void	bayes (mat Dt)
	Batch Bayes rule (columns of Dt are observations).
const RV &	_rv () const
	access function
double	_ll () const
	access function
const RV &	_rvc () const
	access function
const RV &	_rvc () const
	access function
Public Attributes
int	Q [16]
int	R [4]
int	x_est [4]
int	x_pred [4]
int	P_pred [16]
int	P_est [16]
int	Y_mes [2]
int	ukalm [2]
int	Kalm [8]
int	PSI [16]
int	temp15a [16]
int	cA
int	cB
int	cC
int	cG
int	cH
long	temp30a [4]
enorm< fsqmat >	E
mat	Ry
Protected Attributes
RV	rv
	Random variable of the posterior.
double	ll
	Logarithm of marginalized data likelihood.
bool	evalll
	If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save time.
RV	rvc
	Identificator of the conditioning variable.

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Detailed Description

Extended Kalman Filter in full matrices.

An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.

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The documentation for this class was generated from the following files:

• work/mixpp/pmsm/simulator_zdenek/ekf_example/ekf_obj.h
• work/mixpp/pmsm/simulator_zdenek/ekf_example/ekf_obj.cpp

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