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

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

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Classes
class	stateObservation::LinearKalmanFilter
	The class of a Linear Kalman filter. More...

Namespaces
	stateObservation

Detailed Description

Defines the class of a Linear Kalman filter.

Author: Mehdi Benallegue

Date

2012

         It implements the Kalman filter for linear systems (LTI-LTV).
         This is the class to instanciate when you want to use Kalman filtering
         for linear systems

        x_{k+1}=A_k x_k+ B_k u_k + v_k

        y_k=C_k x_k + D_k u_k + w_k

Classes

Namespaces

Detailed Description