uvsim::KalmanFilter Class Reference
Kalman Filter Class. More...
#include <KalmanFilter.h>
Inherits uvsim::Navigator.
Collaboration diagram for uvsim::KalmanFilter:
Public Member Functions | |
| KalmanFilter (LinearModel *model, vector< double > *y, matrix< double > *P) | |
| virtual | ~KalmanFilter () |
| void | update () |
| void | print () |
Public Attributes | |
| LinearModel * | model |
| matrix< double > * | P |
| vector< double > * | y |
| matrix< double > | K |
Detailed Description
Kalman Filter Class.
This class implements a generalized kalman filter.
Definition at line 26 of file KalmanFilter.h.
Constructor & Destructor Documentation
| uvsim::KalmanFilter::KalmanFilter | ( | LinearModel * | model, | |
| vector< double > * | y, | |||
| matrix< double > * | P | |||
| ) |
Definition at line 19 of file KalmanFilter.cc.
| uvsim::KalmanFilter::~KalmanFilter | ( | ) | [virtual] |
Definition at line 24 of file KalmanFilter.cc.
Member Function Documentation
| void uvsim::KalmanFilter::print | ( | ) |
| void uvsim::KalmanFilter::update | ( | ) |
Prediction
P = Ad*P*Ad' + Ed*Ed' State estimate covariance x = Ad*x + Bd*u State estimate
Correction
S = C*P*C'+ L*L' K = P*C'[S]^-1 Kalman gain P = P-K*C*P x = x + K*(y - C*x) State correction
Definition at line 29 of file KalmanFilter.cc.
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Member Data Documentation
| matrix<double> uvsim::KalmanFilter::K |
Definition at line 38 of file KalmanFilter.h.
Definition at line 35 of file KalmanFilter.h.
| matrix<double>* uvsim::KalmanFilter::P |
Definition at line 36 of file KalmanFilter.h.
| vector<double>* uvsim::KalmanFilter::y |
Definition at line 37 of file KalmanFilter.h.
The documentation for this class was generated from the following files:
- /home/jgoppert/Projects/uvsim/uvsim/src/uvsim/navigation/KalmanFilter.h
- /home/jgoppert/Projects/uvsim/uvsim/src/uvsim/navigation/KalmanFilter.cc
