#include <kalman.h>

Inheritance diagram for sp::UKF:

Collaboration diagram for sp::UKF:

Public Member Functions
	UKF (arma::uword _N, arma::uword _M, arma::uword _L)

void	set_alpha (double _a)

void	set_beta (double _b)

void	set_kappa (double _k)

void	set_lambda (double _l)

void	update_weights (void)

void	update_sigma (const arma::mat &_x, const arma::mat &_P)

arma::mat	ut (const arma::mat &_x, const arma::mat &_P, const fcn_v _f)

void	predict (const arma::mat u)

void	predict (void)

void	update (const arma::mat z)

void	rts_smooth (const arma::mat &Xf, const arma::cube &Pf, arma::mat &Xs, arma::cube &Ps)

Public Member Functions inherited from sp::KF
	KF (arma::uword _N, arma::uword _M, arma::uword _L)

	~KF ()

void	clear (void)

void	set_state_vec (const arma::mat &_x)

void	set_trans_mat (const arma::mat &_A)

void	set_control_mat (const arma::mat &_B)

void	set_meas_mat (const arma::mat &_H)

void	set_err_cov (const arma::mat &_P)

void	set_proc_noise (const arma::mat &_Q)

void	set_meas_noise (const arma::mat &_R)

void	set_kalman_gain (const arma::mat &_K)

void	set_trans_fcn (fcn_v _f)

void	set_meas_fcn (fcn_v _h)

arma::mat	get_state_vec (void)

arma::mat	get_err (void)

arma::mat	get_kalman_gain (void)

arma::mat	get_err_cov (void)

void	predict (const arma::mat u)

void	predict (void)

void	update (const arma::mat z)

void	rts_smooth (const arma::mat &Xf, const arma::cube &Pf, arma::mat &Xs, arma::cube &Ps)

Protected Attributes
double	alpha

double	beta

double	kappa

double	lambda

arma::mat	X

arma::mat	S

arma::mat	C

arma::vec	Wx

arma::vec	Wp

Protected Attributes inherited from sp::KF
arma::uword	N

arma::uword	M

arma::uword	L

bool	lin_proc

bool	lin_meas

arma::mat	x

arma::mat	z_err

arma::mat	A

arma::mat	B

arma::mat	H

arma::mat	P

arma::mat	Q

arma::mat	R

arma::mat	K

fcn_v	f

fcn_v	h

Detailed Description

Implements Kalman functions for the discrete system with additive noise

\[ x_k = f(x_{k-1})+Bu_{k-1} + w_{k-1} \]

and with measurements

\[ z_k = h(x_k) + v_k \]

where f(x) and h(x) may be nonlinear functions.

The predict and update stage is using the unscented transform of the sigma points of the input and/or the measurements.
For detailed info see: http://www.lce.hut.fi/~ssarkka/course_k2011/pdf/course_booklet_2011.pdf

Definition at line 563 of file kalman.h.

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

Public Member Functions