It mostly implements the equations of Kalman filtering It is suitablle by derivation to be used incases of Linear, linearized and extended Kalman filtering. It may be derived to unscented Kalman filtering, but non-straighforwardly because the state vector is modified. This class requires to be derived to overload the update routine and the measurements simulation routine. More...

#include <state-observation/observer/kalman-filter-base.hpp>

Inheritance diagram for stateObservation::KalmanFilterBase:

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Collaboration diagram for stateObservation::KalmanFilterBase:

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Classes
struct	optimizationContainer

Public Types
typedef Matrix	Amatrix
	The type of the jacobian df/dx. More...

typedef Matrix	Cmatrix
	The type of the jacobian dh/dx. More...

typedef Matrix	Qmatrix
	The type of the covariance matrix of the process noise v. More...

typedef Matrix	Rmatrix
	The type of the covariance matrix of the measurement noise w. More...

typedef Matrix	Pmatrix
	The type of the covariance matrix of the state estimation error. More...

typedef Eigen::LLT< Pmatrix >	LLTPMatrix

typedef Vector	StateVectorTan
	StateVector is the type of state tangent vector. More...

typedef Vector	MeasureVectorTan
	MeasureVector is the type of measurement tanegnt vector. More...

Public Types inherited from stateObservation::ObserverBase
typedef Vector	StateVector
	StateVector is the type of state vector. More...

typedef Vector	MeasureVector
	MeasureVector is the type of measurements vector. More...

typedef Vector	InputVector
	InputVector is the type of the input vector. More...

Public Member Functions
	KalmanFilterBase ()
	Default constructor. More...

	KalmanFilterBase (Index n, Index m, Index p=0)

	KalmanFilterBase (Index n, Index nt, Index m, Index mt, Index p)

virtual void	setA (const Amatrix &A)
	Set the value of the jacobian df/dx. More...

virtual Matrix	getA () const

virtual void	clearA ()
	Clear the jacobian df/dx. More...

virtual void	setC (const Cmatrix &C)
	Set the value of the Jacobian dh/dx. More...

virtual Matrix	getC () const

virtual void	clearC ()
	Clear the jacobian dh/dx. More...

virtual void	setR (const Rmatrix &R)
	Set the measurement noise covariance matrix. More...

void	setMeasurementCovariance (const Rmatrix &R)

virtual Matrix	getR () const
	Set the measurement noise covariance matrix. More...

Matrix	getMeasurementCovariance () const

virtual void	clearR ()
	Clear the measurement noise covariance matrix. More...

virtual void	setQ (const Qmatrix &Q)
	Set the process noise covariance matrix. More...

void	setProcessCovariance (const Qmatrix &Q)

virtual Matrix	getQ () const
	Set the process noise covariance matrix. More...

Matrix	getProcessCovariance () const

virtual void	clearQ ()
	Clear the process noise covariance matrix. More...

virtual void	setStateCovariance (const Pmatrix &P)
	Set the covariance matrix of the current time state estimation error. More...

virtual void	clearStates ()
	clears the state and the state covariance More...

virtual void	clearStateCovariance ()

virtual Pmatrix	getStateCovariance () const
	Get the covariance matrix of the current time state estimation. More...

virtual void	reset ()
	Resets all the observer. More...

Amatrix	getAmatrixConstant (double c) const
	Get a matrix having the size of the A matrix having "c" values. More...

Amatrix	getAmatrixRandom () const
	Get a matrix having the size of the A matrix having random values. More...

Amatrix	getAmatrixZero () const
	Get a matrix having the size of the A matrix having zero values. More...

Amatrix	getAmatrixIdentity () const
	Get an identity matrix having the size of the A matrix. More...

bool	checkAmatrix (const Amatrix &) const
	checks whether or not a matrix has the dimensions of the A matrix More...

Cmatrix	getCmatrixConstant (double c) const
	Get a matrix having the size of the C matrix having "c" values. More...

Cmatrix	getCmatrixRandom () const
	Get a matrix having the size of the C matrix having random values. More...

Cmatrix	getCmatrixZero () const
	Get a matrix having the size of the C matrix having zero values. More...

bool	checkCmatrix (const Cmatrix &) const
	checks whether or not a matrix has the dimensions of the C matrix More...

Qmatrix	getQmatrixConstant (double c) const
	Get a matrix having the size of the Q matrix having "c" values. More...

Qmatrix	getQmatrixRandom () const
	Get a matrix having the size of the Q matrix having random values. More...

Qmatrix	getQmatrixZero () const
	Get a matrix having the size of the Q matrix having zero values. More...

Qmatrix	getQmatrixIdentity () const
	Get an identity matrix having the size of the Q matrix. More...

bool	checkQmatrix (const Qmatrix &) const
	checks whether or not a matrix has the dimensions of the Q matrix More...

Rmatrix	getRmatrixConstant (double c) const
	Get a matrix having the size of the R matrix having "c" values. More...

Rmatrix	getRmatrixRandom () const
	Get a matrix having the size of the R matrix having random values. More...

Rmatrix	getRmatrixZero () const
	Get a matrix having the size of the R matrix having zero values. More...

Rmatrix	getRmatrixIdentity () const
	Get an identity matrix having the size of the R matrix. More...

bool	checkRmatrix (const Rmatrix &) const
	checks whether or not a matrix has the dimensions of the R matrix More...

Pmatrix	getPmatrixConstant (double c) const
	Get a matrix having the size of the P matrix having "c" values. More...

Pmatrix	getPmatrixRandom () const
	Get a matrix having the size of the P matrix having random values. More...

Pmatrix	getPmatrixZero () const
	Get a matrix having the size of the P matrix having zero values. More...

Pmatrix	getPmatrixIdentity () const
	Get an identity matrix having the size of the P matrix. More...

bool	checkPmatrix (const Pmatrix &) const
	Checks whether or not a matrix has the dimensions of the P matrix. More...

virtual StateVectorTan	stateTangentVectorConstant (double c) const
	Gives a vector of state tangent vector size having duplicated "c" value. More...

virtual StateVectorTan	stateTangentVectorRandom () const
	Gives a vector of state tangent vector size having random values. More...

virtual StateVectorTan	stateTangentVectorZero () const
	Gives a vector of state tangent vector size having zero values. More...

virtual bool	checkStateTangentVector (const StateVectorTan &v) const
	Tells whether or not the vector has the dimensions of a state tangent vector. More...

virtual MeasureVectorTan	measureTangentVectorConstant (double c) const
	Gives a vector of measurement tangent vector size having duplicated "c" value. More...

virtual MeasureVectorTan	measureTangentVectorRandom () const
	Gives a vector of measurement tangent vector size having random values. More...

virtual MeasureVectorTan	measureTangentVectorZero () const
	Gives a vector of measurement tangent vector size having zero values. More...

virtual bool	checkMeasureTangentVector (const MeasureVectorTan &) const
	Tells whether or not the vector has the dimensions of a measurement tangent vector. More...

virtual void	setStateSize (Index n)

virtual void	setStateSize (Index n, Index nt)

virtual void	setMeasureSize (Index m)

virtual void	setMeasureSize (Index m, Index mt)

virtual MeasureVector	getSimulatedMeasurement (TimeIndex k)
	Get simulation of the measurement y_k using the state estimation. More...

virtual const StateVector &	getInnovation ()
	Get the last vector of innovation of the Kalman filter. More...

const StateVector &	updateStatePrediction ()

MeasureVector	updateStateAndMeasurementPrediction ()

const StateVector &	getLastPrediction () const
	get the last predicted state More...

const MeasureVector &	getLastPredictedMeasurement () const
	get the last predicted measurement More...

const MeasureVector &	getLastMeasurement () const
	get the last measurement More...

const Matrix &	getLastGain () const
	get the last Kalman gain matrix More...

void	setStateArithmetics (StateVectorArithmetics *arith)

Public Member Functions inherited from stateObservation::ZeroDelayObserver
	ZeroDelayObserver (Index n, Index m, Index p=0)

	ZeroDelayObserver ()
	Default constructor (default values for n,m,p are zero) More...

virtual	~ZeroDelayObserver ()
	Destructor. More...

virtual void	setState (const ObserverBase::StateVector &x_k, TimeIndex k)
	Set the value of the state vector at time index k. More...

virtual void	setCurrentState (const ObserverBase::StateVector &x_k)
	Modify the value of the state vector at the current time. More...

bool	stateIsSet () const
	Returns if the state is set or not. The state being set is mandatory to start the estimator. More...

virtual void	setMeasurement (const ObserverBase::MeasureVector &y_k, TimeIndex k)

virtual void	pushMeasurement (const ObserverBase::MeasureVector &y_k)
	Sets the measurement value at the next time index. More...

virtual void	clearMeasurements ()
	Remove all the given values of the measurements. More...

virtual void	setInput (const ObserverBase::InputVector &u_k, TimeIndex k)

virtual void	pushInput (const ObserverBase::InputVector &u_k)
	Set the input value at the next time indext. More...

virtual void	clearInputs ()

virtual void	clearInputsAndMeasurements ()
	Remove all the given values of the inputs and measurements. More...

virtual TimeIndex	estimateState ()
	run the observer until the measurement vector is depleted. More...

virtual ObserverBase::StateVector	getEstimatedState (TimeIndex k)
	getestimated State More...

virtual ObserverBase::StateVector	getCurrentEstimatedState () const
	Get the Current Estimated State. More...

virtual TimeIndex	getCurrentTime () const
	Get the value of the time index of the current state estimation. More...

Vector	getInput (TimeIndex k) const
	Get the value of the input of the time index k. More...

virtual TimeSize	getInputsNumber () const
	Get the number of available inputs. More...

virtual TimeIndex	getInputTime () const
	Get the time index of the last given input. More...

Vector	getMeasurement (TimeIndex k) const
	Get the measurement of the time index k. More...

virtual TimeIndex	getMeasurementTime () const
	Get the time index of the last given measurement. More...

virtual TimeSize	getMeasurementsNumber () const
	Gets the number of regitered measurements. More...

virtual void	setInputSize (Index p)
	changes the size of the input vector: reset the stored input vectors More...

Public Member Functions inherited from stateObservation::ObserverBase
	ObserverBase (Index n, Index m, Index p=0)

	ObserverBase ()
	default constructor (default values for n,m,p are zero) More...

virtual	~ObserverBase ()
	Destructor. More...

virtual Index	getStateSize () const
	gets the size of the state vector More...

virtual Index	getMeasureSize () const
	gets the size of the measurement vector More...

virtual Index	getInputSize () const
	gets the size of the input vector More...

virtual StateVector	stateVectorConstant (double c) const

virtual StateVector	stateVectorRandom () const
	Gives a vector of state vector size having random values. More...

virtual StateVector	stateVectorZero () const
	Gives a vector of state vector size having zero values. More...

virtual bool	checkStateVector (const StateVector &v) const
	Tells whether or not the vector has the dimensions of a state vector. More...

virtual MeasureVector	measureVectorConstant (double c) const
	Gives a vector of measurement vector size having duplicated "c" value. More...

virtual MeasureVector	measureVectorRandom () const
	Gives a vector of measurement vector size having random values. More...

virtual MeasureVector	measureVectorZero () const
	Gives a vector of measurement vector size having zero values. More...

virtual bool	checkMeasureVector (const MeasureVector &) const
	Tells whether or not the vector has the dimensions of a measurement vector. More...

virtual InputVector	inputVectorConstant (double c) const
	Gives a vector of input vector size having duplicated "c" value. More...

virtual InputVector	inputVectorRandom () const
	Gives a vector of input vector size having random values. More...

virtual InputVector	inputVectorZero () const
	Gives a vector of input vector size having zero values. More...

virtual bool	checkInputVector (const InputVector &) const
	Tells whether or not the vector has the dimensions of a input vector. More...

Protected Types
typedef Matrix	Kmatrix
	The type of Kalman gain matrix. More...

Protected Member Functions
virtual StateVector	oneStepEstimation_ ()
	The Kalman filter loop. More...

virtual StateVector	prediction_ (TimeIndex k)=0
	The abstract method to overload to implement f(x,u) More...

virtual MeasureVector	simulateSensor_ (const StateVector &x, TimeIndex k)=0
	The abstract method to overload to implement h(x,u) More...

virtual MeasureVector	predictSensor_ (TimeIndex k)
	Predicts the sensor measurement,. More...

Protected Member Functions inherited from stateObservation::StateVectorArithmetics
virtual void	stateSum (const Vector &stateVector, const Vector &tangentVector, Vector &sum)

virtual void	stateDifference (const Vector &stateVector1, const Vector &stateVector2, Vector &difference)

virtual void	measurementDifference (const Vector &measureVector1, const Vector &measureVector2, Vector &difference)

Protected Attributes
Index	nt_
	the size of tangent space of the state space More...

Index	mt_
	the size of tangent space of the measurement space More...

Matrix	a_
	Containers for the jacobian matrix of the process. More...

Matrix	c_
	Containers for the jacobian matrix of the measurement. More...

Matrix	q_
	Container for the process noise covariance matrice. More...

Matrix	r_
	Container for the measurement noise covariance matrice. More...

Matrix	pr_
	Container for the covariance matrix of the estimation error. More...

IndexedVector	xbar_
	container for the prediction More...

IndexedVector	ybar_
	container for the prediction of the sensor More...

Vector	innovation_
	Vector containing the inovation of the Kalman filter. More...

struct stateObservation::KalmanFilterBase::optimizationContainer	oc_

StateVectorArithmetics *	arithm_

Protected Attributes inherited from stateObservation::ZeroDelayObserver
IndexedVector	x_
	while the measurements and iputs are put in lists More...

IndexedVectorArray	y_
	Container for the measurements. More...

IndexedVectorArray	u_
	Container for the inputs. More...

Protected Attributes inherited from stateObservation::ObserverBase
Index	n_
	stateSize is the size of the state vector More...

Index	m_
	measureSize is the size of measurements vector More...

Index	p_
	inputSize is the size of the input vector More...

Detailed Description

It mostly implements the equations of Kalman filtering It is suitablle by derivation to be used incases of Linear, linearized and extended Kalman filtering. It may be derived to unscented Kalman filtering, but non-straighforwardly because the state vector is modified. This class requires to be derived to overload the update routine and the measurements simulation routine.

 x_{k+1}=f(x_k,u_k)+v_k

 y_k=h(x_k,u_k)+w_k

Member Typedef Documentation

◆ Amatrix

typedef Matrix stateObservation::KalmanFilterBase::Amatrix

The type of the jacobian df/dx.

◆ Cmatrix

typedef Matrix stateObservation::KalmanFilterBase::Cmatrix

The type of the jacobian dh/dx.

◆ Kmatrix

typedef Matrix stateObservation::KalmanFilterBase::Kmatrix

protected

The type of Kalman gain matrix.

◆ LLTPMatrix

typedef Eigen::LLT<Pmatrix> stateObservation::KalmanFilterBase::LLTPMatrix

◆ MeasureVectorTan

typedef Vector stateObservation::KalmanFilterBase::MeasureVectorTan

MeasureVector is the type of measurement tanegnt vector.

◆ Pmatrix

typedef Matrix stateObservation::KalmanFilterBase::Pmatrix

The type of the covariance matrix of the state estimation error.

◆ Qmatrix

typedef Matrix stateObservation::KalmanFilterBase::Qmatrix

The type of the covariance matrix of the process noise v.

◆ Rmatrix

typedef Matrix stateObservation::KalmanFilterBase::Rmatrix

The type of the covariance matrix of the measurement noise w.

◆ StateVectorTan

typedef Vector stateObservation::KalmanFilterBase::StateVectorTan

StateVector is the type of state tangent vector.

Constructor & Destructor Documentation

◆ KalmanFilterBase() [1/3]

stateObservation::KalmanFilterBase::KalmanFilterBase ( )

Default constructor.

◆ KalmanFilterBase() [2/3]

stateObservation::KalmanFilterBase::KalmanFilterBase	(	Index	n,
		Index	m,
		Index	p = `0`
	)

The constructor

n : size of the state vector
m : size of the measurements vector
p : size of the input vector

◆ KalmanFilterBase() [3/3]

stateObservation::KalmanFilterBase::KalmanFilterBase	(	Index	n,
		Index	nt,
		Index	m,
		Index	mt,
		Index	p
	)

The constructor to use in case the dimension of the state space is smaller that its vector representation. For example The state could be made of rotations matrices (3x3 matrix: size = 9) Or quaternions (size =4) while they lie in a 3D space. In general the representation is in a Lie group and the representation of state derivatives are expressed in a Lie algebra. Use setSumFunction for Kalman update (mandatory)

The update can then be done using exponential maps.

n : size of the state vector representation
nt : dimension of the tangent space to the state space
m : size of the measurements vector
mt : dimension of the tangent space to the measurement space
p : size of the input vector

Member Function Documentation

◆ checkAmatrix()

bool stateObservation::KalmanFilterBase::checkAmatrix ( const Amatrix & ) const

checks whether or not a matrix has the dimensions of the A matrix

◆ checkCmatrix()

bool stateObservation::KalmanFilterBase::checkCmatrix ( const Cmatrix & ) const

checks whether or not a matrix has the dimensions of the C matrix

◆ checkMeasureTangentVector()

virtual bool stateObservation::KalmanFilterBase::checkMeasureTangentVector ( const MeasureVectorTan & ) const

virtual

Tells whether or not the vector has the dimensions of a measurement tangent vector.

◆ checkPmatrix()

bool stateObservation::KalmanFilterBase::checkPmatrix ( const Pmatrix & ) const

Checks whether or not a matrix has the dimensions of the P matrix.

◆ checkQmatrix()

bool stateObservation::KalmanFilterBase::checkQmatrix ( const Qmatrix & ) const

checks whether or not a matrix has the dimensions of the Q matrix

◆ checkRmatrix()

bool stateObservation::KalmanFilterBase::checkRmatrix ( const Rmatrix & ) const

checks whether or not a matrix has the dimensions of the R matrix

◆ checkStateTangentVector()

virtual bool stateObservation::KalmanFilterBase::checkStateTangentVector ( const StateVectorTan & v ) const

virtual

Tells whether or not the vector has the dimensions of a state tangent vector.

◆ clearA()

virtual void stateObservation::KalmanFilterBase::clearA ( )

virtual

Clear the jacobian df/dx.

◆ clearC()

virtual void stateObservation::KalmanFilterBase::clearC ( )

virtual

Clear the jacobian dh/dx.

◆ clearQ()

virtual void stateObservation::KalmanFilterBase::clearQ ( )

virtual

Clear the process noise covariance matrix.

◆ clearR()

virtual void stateObservation::KalmanFilterBase::clearR ( )

virtual

Clear the measurement noise covariance matrix.

◆ clearStateCovariance()

virtual void stateObservation::KalmanFilterBase::clearStateCovariance ( )

virtual

Clear the covariace matrix of the current time state estimation error

◆ clearStates()

virtual void stateObservation::KalmanFilterBase::clearStates ( )

virtual

clears the state and the state covariance

they need to be set again using setState() and setStateCovariance() before starting the estimation again

Reimplemented from stateObservation::ZeroDelayObserver.

◆ getA()

virtual Matrix stateObservation::KalmanFilterBase::getA ( ) const

virtual

◆ getAmatrixConstant()

Amatrix stateObservation::KalmanFilterBase::getAmatrixConstant ( double c ) const

Get a matrix having the size of the A matrix having "c" values.

◆ getAmatrixIdentity()

Amatrix stateObservation::KalmanFilterBase::getAmatrixIdentity ( ) const

Get an identity matrix having the size of the A matrix.

◆ getAmatrixRandom()

Amatrix stateObservation::KalmanFilterBase::getAmatrixRandom ( ) const

Get a matrix having the size of the A matrix having random values.

◆ getAmatrixZero()

Amatrix stateObservation::KalmanFilterBase::getAmatrixZero ( ) const

Get a matrix having the size of the A matrix having zero values.

◆ getC()

virtual Matrix stateObservation::KalmanFilterBase::getC ( ) const

virtual

◆ getCmatrixConstant()

Cmatrix stateObservation::KalmanFilterBase::getCmatrixConstant ( double c ) const

Get a matrix having the size of the C matrix having "c" values.

◆ getCmatrixRandom()

Cmatrix stateObservation::KalmanFilterBase::getCmatrixRandom ( ) const

Get a matrix having the size of the C matrix having random values.

◆ getCmatrixZero()

Cmatrix stateObservation::KalmanFilterBase::getCmatrixZero ( ) const

Get a matrix having the size of the C matrix having zero values.

◆ getInnovation()

virtual const StateVector& stateObservation::KalmanFilterBase::getInnovation ( )

virtual

Get the last vector of innovation of the Kalman filter.

◆ getLastGain()

const Matrix& stateObservation::KalmanFilterBase::getLastGain ( ) const

get the last Kalman gain matrix

◆ getLastMeasurement()

const MeasureVector& stateObservation::KalmanFilterBase::getLastMeasurement ( ) const

get the last measurement

◆ getLastPredictedMeasurement()

const MeasureVector& stateObservation::KalmanFilterBase::getLastPredictedMeasurement ( ) const

get the last predicted measurement

◆ getLastPrediction()

const StateVector& stateObservation::KalmanFilterBase::getLastPrediction ( ) const

get the last predicted state

◆ getMeasurementCovariance()

Matrix stateObservation::KalmanFilterBase::getMeasurementCovariance ( ) const

inline

◆ getPmatrixConstant()

Pmatrix stateObservation::KalmanFilterBase::getPmatrixConstant ( double c ) const

Get a matrix having the size of the P matrix having "c" values.

◆ getPmatrixIdentity()

Pmatrix stateObservation::KalmanFilterBase::getPmatrixIdentity ( ) const

Get an identity matrix having the size of the P matrix.

◆ getPmatrixRandom()

Pmatrix stateObservation::KalmanFilterBase::getPmatrixRandom ( ) const

Get a matrix having the size of the P matrix having random values.

◆ getPmatrixZero()

Pmatrix stateObservation::KalmanFilterBase::getPmatrixZero ( ) const

Get a matrix having the size of the P matrix having zero values.

◆ getProcessCovariance()

Matrix stateObservation::KalmanFilterBase::getProcessCovariance ( ) const

inline

◆ getQ()

virtual Matrix stateObservation::KalmanFilterBase::getQ ( ) const

virtual

Set the process noise covariance matrix.

◆ getQmatrixConstant()

Qmatrix stateObservation::KalmanFilterBase::getQmatrixConstant ( double c ) const

Get a matrix having the size of the Q matrix having "c" values.

◆ getQmatrixIdentity()

Qmatrix stateObservation::KalmanFilterBase::getQmatrixIdentity ( ) const

Get an identity matrix having the size of the Q matrix.

◆ getQmatrixRandom()

Qmatrix stateObservation::KalmanFilterBase::getQmatrixRandom ( ) const

Get a matrix having the size of the Q matrix having random values.

◆ getQmatrixZero()

Qmatrix stateObservation::KalmanFilterBase::getQmatrixZero ( ) const

Get a matrix having the size of the Q matrix having zero values.

◆ getR()

virtual Matrix stateObservation::KalmanFilterBase::getR ( ) const

virtual

Set the measurement noise covariance matrix.

◆ getRmatrixConstant()

Rmatrix stateObservation::KalmanFilterBase::getRmatrixConstant ( double c ) const

Get a matrix having the size of the R matrix having "c" values.

◆ getRmatrixIdentity()

Rmatrix stateObservation::KalmanFilterBase::getRmatrixIdentity ( ) const

Get an identity matrix having the size of the R matrix.

◆ getRmatrixRandom()

Rmatrix stateObservation::KalmanFilterBase::getRmatrixRandom ( ) const

Get a matrix having the size of the R matrix having random values.

◆ getRmatrixZero()

Rmatrix stateObservation::KalmanFilterBase::getRmatrixZero ( ) const

Get a matrix having the size of the R matrix having zero values.

◆ getSimulatedMeasurement()

virtual MeasureVector stateObservation::KalmanFilterBase::getSimulatedMeasurement ( TimeIndex k )

virtual

Get simulation of the measurement y_k using the state estimation.

◆ getStateCovariance()

virtual Pmatrix stateObservation::KalmanFilterBase::getStateCovariance ( ) const

virtual

Get the covariance matrix of the current time state estimation.

◆ measureTangentVectorConstant()

virtual MeasureVectorTan stateObservation::KalmanFilterBase::measureTangentVectorConstant ( double c ) const

virtual

Gives a vector of measurement tangent vector size having duplicated "c" value.

◆ measureTangentVectorRandom()

virtual MeasureVectorTan stateObservation::KalmanFilterBase::measureTangentVectorRandom ( ) const

virtual

Gives a vector of measurement tangent vector size having random values.

◆ measureTangentVectorZero()

virtual MeasureVectorTan stateObservation::KalmanFilterBase::measureTangentVectorZero ( ) const

virtual

Gives a vector of measurement tangent vector size having zero values.

◆ oneStepEstimation_()

virtual StateVector stateObservation::KalmanFilterBase::oneStepEstimation_ ( )

protectedvirtual

The Kalman filter loop.

Implements stateObservation::ZeroDelayObserver.

◆ prediction_()

virtual StateVector stateObservation::KalmanFilterBase::prediction_ ( TimeIndex k )

protectedpure virtual

The abstract method to overload to implement f(x,u)

Implemented in stateObservation::ExtendedKalmanFilter, and stateObservation::LinearKalmanFilter.

◆ predictSensor_()

virtual MeasureVector stateObservation::KalmanFilterBase::predictSensor_ ( TimeIndex k )

protectedvirtual

Predicts the sensor measurement,.

Reimplemented in stateObservation::ExtendedKalmanFilter.

◆ reset()

virtual void stateObservation::KalmanFilterBase::reset ( )

virtual

Resets all the observer.

Reimplemented from stateObservation::ObserverBase.

Reimplemented in stateObservation::ExtendedKalmanFilter.

◆ setA()

virtual void stateObservation::KalmanFilterBase::setA ( const Amatrix & A )

virtual

Set the value of the jacobian df/dx.

◆ setC()

virtual void stateObservation::KalmanFilterBase::setC ( const Cmatrix & C )

virtual

Set the value of the Jacobian dh/dx.

◆ setMeasurementCovariance()

void stateObservation::KalmanFilterBase::setMeasurementCovariance ( const Rmatrix & R )

inline

◆ setMeasureSize() [1/2]

virtual void stateObservation::KalmanFilterBase::setMeasureSize ( Index m )

virtual

Changes the dimension of the measurement vector: resets the internal container for the measurement vectors and the containers for the matrices C, R

Reimplemented from stateObservation::ZeroDelayObserver.

Reimplemented in stateObservation::LinearKalmanFilter.

◆ setMeasureSize() [2/2]

virtual void stateObservation::KalmanFilterBase::setMeasureSize	(	Index	m,
		Index	mt
	)

virtual

Changes the dimension of the measurement vector: m is the size of the measurementVector mt is the dimension of the measurement tangent space resets the internal container for the measurement vectors and the containers for the matrices C, R

◆ setProcessCovariance()

void stateObservation::KalmanFilterBase::setProcessCovariance ( const Qmatrix & Q )

inline

◆ setQ()

virtual void stateObservation::KalmanFilterBase::setQ ( const Qmatrix & Q )

virtual

Set the process noise covariance matrix.

◆ setR()

virtual void stateObservation::KalmanFilterBase::setR ( const Rmatrix & R )

virtual

Set the measurement noise covariance matrix.

◆ setStateArithmetics()

void stateObservation::KalmanFilterBase::setStateArithmetics ( StateVectorArithmetics * arith )

set update functions for sum and difference for the state vector (used for the case of multiplicative Kalman filter)

◆ setStateCovariance()

virtual void stateObservation::KalmanFilterBase::setStateCovariance ( const Pmatrix & P )

virtual

Set the covariance matrix of the current time state estimation error.

◆ setStateSize() [1/2]

virtual void stateObservation::KalmanFilterBase::setStateSize ( Index n )

virtual

Changes the dimension of the state vector: resets the internal container for the state vector and the containers for the matrices A, C, Q, P

Reimplemented from stateObservation::ZeroDelayObserver.

Reimplemented in stateObservation::LinearKalmanFilter.

◆ setStateSize() [2/2]

virtual void stateObservation::KalmanFilterBase::setStateSize	(	Index	n,
		Index	nt
	)

virtual

Changes the dimension of the state vector: n is the dimension of the state representation and nt is the dimension of the tangent vector representation resets the internal container for the state vector and the containers for the matrices A, C, Q, P

◆ simulateSensor_()

virtual MeasureVector stateObservation::KalmanFilterBase::simulateSensor_	(	const StateVector &	x,
		TimeIndex	k
	)

protectedpure virtual

The abstract method to overload to implement h(x,u)

Implemented in stateObservation::ExtendedKalmanFilter, and stateObservation::LinearKalmanFilter.

◆ stateTangentVectorConstant()

virtual StateVectorTan stateObservation::KalmanFilterBase::stateTangentVectorConstant ( double c ) const

virtual

Gives a vector of state tangent vector size having duplicated "c" value.

◆ stateTangentVectorRandom()

virtual StateVectorTan stateObservation::KalmanFilterBase::stateTangentVectorRandom ( ) const

virtual

Gives a vector of state tangent vector size having random values.

◆ stateTangentVectorZero()

virtual StateVectorTan stateObservation::KalmanFilterBase::stateTangentVectorZero ( ) const

virtual

Gives a vector of state tangent vector size having zero values.

◆ updateStateAndMeasurementPrediction()

Vector stateObservation::KalmanFilterBase::updateStateAndMeasurementPrediction ( )

inline

update the predicted state, enables to precompute the predicted measurementŔ triggers also Vector updateStatePrediction() returns the measurement prediction definition in the bottom of this file

◆ updateStatePrediction()

const Vector & stateObservation::KalmanFilterBase::updateStatePrediction ( )

inline

A function that gives the prediction (this is NOT the estimation of the state), for the estimation call getEstimateState method it is only an execution of the state synamics with the current state estimation and the current input value

Member Data Documentation

◆ a_

Matrix stateObservation::KalmanFilterBase::a_

protected

Containers for the jacobian matrix of the process.

◆ arithm_

StateVectorArithmetics* stateObservation::KalmanFilterBase::arithm_

protected

◆ c_

Matrix stateObservation::KalmanFilterBase::c_

protected

Containers for the jacobian matrix of the measurement.

◆ innovation_

Vector stateObservation::KalmanFilterBase::innovation_

protected

Vector containing the inovation of the Kalman filter.

◆ mt_

Index stateObservation::KalmanFilterBase::mt_

protected

the size of tangent space of the measurement space

◆ nt_

Index stateObservation::KalmanFilterBase::nt_

protected

the size of tangent space of the state space

◆ oc_

struct stateObservation::KalmanFilterBase::optimizationContainer stateObservation::KalmanFilterBase::oc_

protected

◆ pr_

Matrix stateObservation::KalmanFilterBase::pr_

protected

Container for the covariance matrix of the estimation error.

◆ q_

Matrix stateObservation::KalmanFilterBase::q_

protected

Container for the process noise covariance matrice.

◆ r_

Matrix stateObservation::KalmanFilterBase::r_

protected

Container for the measurement noise covariance matrice.

◆ xbar_

IndexedVector stateObservation::KalmanFilterBase::xbar_

protected

container for the prediction

◆ ybar_

IndexedVector stateObservation::KalmanFilterBase::ybar_

protected

container for the prediction of the sensor

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

include/state-observation/observer/kalman-filter-base.hpp

Classes

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ Amatrix

◆ Cmatrix

◆ Kmatrix

◆ LLTPMatrix

◆ MeasureVectorTan

◆ Pmatrix

◆ Qmatrix

◆ Rmatrix

◆ StateVectorTan

Constructor & Destructor Documentation

◆ KalmanFilterBase() [1/3]

◆ KalmanFilterBase() [2/3]

◆ KalmanFilterBase() [3/3]

Member Function Documentation

◆ checkAmatrix()

◆ checkCmatrix()

◆ checkMeasureTangentVector()

◆ checkPmatrix()

◆ checkQmatrix()

◆ checkRmatrix()

◆ checkStateTangentVector()

◆ clearA()

◆ clearC()

◆ clearQ()

◆ clearR()

◆ clearStateCovariance()

◆ clearStates()

◆ getA()

◆ getAmatrixConstant()

◆ getAmatrixIdentity()

◆ getAmatrixRandom()

◆ getAmatrixZero()

◆ getC()

◆ getCmatrixConstant()

◆ getCmatrixRandom()

◆ getCmatrixZero()

◆ getInnovation()

◆ getLastGain()

◆ getLastMeasurement()

◆ getLastPredictedMeasurement()

◆ getLastPrediction()

◆ getMeasurementCovariance()

◆ getPmatrixConstant()

◆ getPmatrixIdentity()

◆ getPmatrixRandom()

◆ getPmatrixZero()

◆ getProcessCovariance()

◆ getQ()

◆ getQmatrixConstant()

◆ getQmatrixIdentity()

◆ getQmatrixRandom()

◆ getQmatrixZero()

◆ getR()

◆ getRmatrixConstant()

◆ getRmatrixIdentity()

◆ getRmatrixRandom()

◆ getRmatrixZero()

◆ getSimulatedMeasurement()

◆ getStateCovariance()

◆ measureTangentVectorConstant()

◆ measureTangentVectorRandom()

◆ measureTangentVectorZero()

◆ oneStepEstimation_()

◆ prediction_()

◆ predictSensor_()

◆ reset()

◆ setA()

◆ setC()

◆ setMeasurementCovariance()

◆ setMeasureSize() [1/2]

◆ setMeasureSize() [2/2]

◆ setProcessCovariance()