kalman-filter-base.hpp File Reference

Defines the base class of a Kalman filter. More...

#include <state-observation/api.h>
#include <state-observation/observer/zero-delay-observer.hpp>
#include <state-observation/tools/state-vector-arithmetics.hpp>

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Classes
class	stateObservation::KalmanFilterBase
	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...
struct	stateObservation::KalmanFilterBase::optimizationContainer

Namespaces
	stateObservation

Detailed Description

Defines the base class of a Kalman filter.

Author

Mehdi Benallegue

Date

2012

        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.

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

        y_k=h(x_k,u_k)+w_k