sp Namespace Reference

Classes
class	Delay
class	EKF
class	FFTW
class	FIR_filt
class	gplot
class	IIR_filt
class	KF
class	parser
class	PNM
class	resampling
class	UKF

Typedefs
using	fcn_t = std::function< double(arma::mat, arma::mat, arma::mat)>
using	fcn_v = std::vector< fcn_t >
using	fcn_m = std::vector< fcn_v >

Functions
arma_inline double	sinc (double x)
arma_inline arma::vec	sinc (const arma::vec &x)
arma_inline double	besseli0 (double x)
template<typename T >
double	angle (const std::complex< T > &x)
arma_inline arma::vec	angle (const arma::cx_vec &x)
arma_inline arma::mat	angle (const arma::cx_mat &x)
arma_inline arma::vec	unwrap (const arma::vec &x)
arma_inline arma::vec	timevec (const int N, const double Fs)
template<typename T >
arma::Col< T >	fftshift (const arma::Col< T > &Pxx)
template<typename T >
arma::Col< T >	ifftshift (const arma::Col< T > &Pxx)
template<typename T >
arma::Mat< T >	fftshift (const arma::Mat< T > &Pxx)
template<typename T >
arma::Mat< T >	ifftshift (const arma::Mat< T > &Pxx)
arma_inline std::string	sp_version (void)
arma_inline arma::vec	fir1 (const arma::uword M, const double f0)
arma_inline arma::vec	fir1_hp (const arma::uword M, const double f0)
arma_inline arma::vec	fir1_bp (const arma::uword M, const double f0, const double f1)
arma_inline arma::vec	fir1_bs (const arma::uword M, const double f0, const double f1)
arma_inline arma::vec	fd_filter (const arma::uword M, double fd)
arma_inline arma::cx_vec	freq (const arma::vec b, const arma::vec a, const arma::uword K=512)
arma_inline arma::vec	freqz (const arma::vec b, const arma::vec a, const arma::uword K=512)
arma_inline arma::vec	phasez (const arma::vec b, const arma::vec a, const arma::uword K=512)
arma_inline arma::mat	eval_fcn (const fcn_v f, const arma::mat &x, const arma::mat &u, const arma::mat &w)
arma_inline arma::mat	eval_fcn (const fcn_v f, const arma::mat &x, const arma::mat &u)
arma_inline arma::mat	eval_fcn (const fcn_v f, const arma::mat &x)
arma_inline void	lti2discr (const arma::mat &F, const arma::mat &W, const arma::mat &Qc, const double dT, arma::mat &A, arma::mat &Q)
template<class T1 >
arma::Col< T1 >	upsample (const arma::Col< T1 > &x, const int p)
template<class T1 >
arma::Col< T1 >	downsample (const arma::Col< T1 > &x, const int q)
template<class T1 >
arma::cx_vec	spectrum (const arma::Col< T1 > &x, const arma::vec &W)
template<class T1 >
arma::vec	psd (const arma::Col< T1 > &x, const arma::vec &W)
template<class T1 >
arma::vec	psd (const arma::Col< T1 > &x)
template<class T1 >
arma::cx_mat	specgram_cx (const arma::Col< T1 > &x, const arma::uword Nfft=512, const arma::uword Noverl=256)
template<class T1 >
arma::mat	specgram (const arma::Col< T1 > &x, const arma::uword Nfft=512, const arma::uword Noverl=256)
template<class T1 >
arma::mat	specgram_ph (const arma::Col< T1 > &x, const arma::uword Nfft=512, const arma::uword Noverl=256)
template<class T1 >
arma::vec	pwelch_ph (const arma::Col< T1 > &x, const arma::uword Nfft=512, const arma::uword Noverl=256)
template<class T1 >
arma::vec	pwelch (const arma::Col< T1 > &x, const arma::uword Nfft=512, const arma::uword Noverl=256)
template<class T1 >
std::complex< double >	goertzel (const arma::Col< T1 > &x, const double f)
template<class T1 >
arma::cx_vec	goertzel (const arma::Col< T1 > &x, const arma::vec f)
arma_inline arma::vec	cos_win (const arma::uword N, const arma::vec &a)
arma_inline arma::vec	hamming (const arma::uword N)
arma_inline arma::vec	hann (const arma::uword N)
arma_inline arma::vec	blackman (const arma::uword N)
arma_inline arma::vec	blackmanharris (const arma::uword N)
arma_inline arma::vec	flattopwin (const arma::uword N)
arma_inline arma::vec	hanning (const arma::uword N)
arma_inline arma::vec	kaiser (const arma::uword N, double beta)
arma_inline arma::vec	triang (const arma::uword N)

Variables
const double	PI = 3.14159265358979323846
const double	PI_2 = 6.28318530717958647692

Typedef Documentation

fcn_m

using sp::fcn_m = typedef std::vector<fcn_v>

Definition at line 15 of file kalman.h.

fcn_t

using sp::fcn_t = typedef std::function<double(arma::mat, arma::mat, arma::mat)>

Definition at line 13 of file kalman.h.

fcn_v

using sp::fcn_v = typedef std::vector<fcn_t>

Definition at line 14 of file kalman.h.

Function Documentation

eval_fcn() [1/3]

arma_inline arma::mat sp::eval_fcn	(	const fcn_v	f,
		const arma::mat &	x,
		const arma::mat &	u,
		const arma::mat &	w
	)

Evaluate function f(x,u,w)

Parameters

f	Function pointer vector
x	Input vector
u	Input vector
w	Input vector

Returns

y Output column vector

Examples:

kalman_UKF.cpp.

Definition at line 25 of file kalman.h.

Referenced by eval_fcn(), main(), sp::EKF::predict(), sp::EKF::rts_smooth(), sp::EKF::update(), and sp::UKF::ut().

eval_fcn() [2/3]

arma_inline arma::mat sp::eval_fcn	(	const fcn_v	f,
		const arma::mat &	x,
		const arma::mat &	u
	)

Evaluate function f(x,u,w=0)

Parameters

f	Function pointer vector
x	Input vector
u	Input vector

Returns

y Output column vector

Definition at line 41 of file kalman.h.

References eval_fcn().

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eval_fcn() [3/3]

arma_inline arma::mat sp::eval_fcn	(	const fcn_v	f,
		const arma::mat &	x
	)

Evaluate function f(x,u=0,w=0)

Parameters

f	Function pointer vector
x	Input vector

Returns

y Output column vector

Definition at line 54 of file kalman.h.

References eval_fcn().

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lti2discr()

arma_inline void sp::lti2discr	(	const arma::mat &	F,
		const arma::mat &	W,
		const arma::mat &	Qc,
		const double	dT,
		arma::mat &	A,
		arma::mat &	Q
	)

Discretize to a state transition and state noise cov matrix from an LTI system.

Discretize a continious LTI system using van Loan method. The model is in the form

dx/dt = F x + Ww, w ~ N(0,Qc)

Result of discretization is the model

x[k] = A x[k-1] + q, q ~ N(0,Q)

See http://becs.aalto.fi/en/research/bayes/ekfukf/

Parameters

F	LTI system model matrix
W	LTI system noise model matrix
Qc	LTI power spectra density matrix
dT	Discretization delta time
A	Output - discrete system model
Q	Output - discrete state noise cov matrix

Definition at line 82 of file kalman.h.