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| ExtendedKalmanFilter (Index n, Index m) |
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| ExtendedKalmanFilter (Index n, Index m, Index p, bool directInputOutputFeedthrough=true, bool directInputStateProcessFeedthrough=true) |
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| ExtendedKalmanFilter (Index n, Index nt, Index m, Index mt, Index p, bool directInputOutputFeedthrough, bool directInputStateProcessFeedthrough) |
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void | setFunctor (DynamicalSystemFunctorBase *f) |
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DynamicalSystemFunctorBase * | getFunctor (void) const |
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DynamicalSystemFunctorBase * | functor () const |
| Gets a pointer to the functor. More...
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void | clearFunctor () |
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void | setDirectInputOutputFeedthrough (bool b=true) |
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void | setDirectInputStateFeedthrough (bool b=true) |
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virtual Amatrix | getAMatrixFD (const Vector &dx) |
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virtual Cmatrix | getCMatrixFD (const Vector &dx) |
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virtual void | reset () |
| Reset the extended kalman filter (call also the reset function of the dynamics functor) More...
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| KalmanFilterBase () |
| Default constructor. More...
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| KalmanFilterBase (Index n, Index m, Index p=0) |
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| KalmanFilterBase (Index n, Index nt, Index m, Index mt, Index p) |
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virtual void | setA (const Amatrix &A) |
| Set the value of the jacobian df/dx. More...
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virtual Matrix | getA () const |
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virtual void | clearA () |
| Clear the jacobian df/dx. More...
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virtual void | setC (const Cmatrix &C) |
| Set the value of the Jacobian dh/dx. More...
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virtual Matrix | getC () const |
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virtual void | clearC () |
| Clear the jacobian dh/dx. More...
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virtual void | setR (const Rmatrix &R) |
| Set the measurement noise covariance matrix. More...
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void | setMeasurementCovariance (const Rmatrix &R) |
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virtual Matrix | getR () const |
| Set the measurement noise covariance matrix. More...
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Matrix | getMeasurementCovariance () const |
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virtual void | clearR () |
| Clear the measurement noise covariance matrix. More...
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virtual void | setQ (const Qmatrix &Q) |
| Set the process noise covariance matrix. More...
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void | setProcessCovariance (const Qmatrix &Q) |
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virtual Matrix | getQ () const |
| Set the process noise covariance matrix. More...
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Matrix | getProcessCovariance () const |
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virtual void | clearQ () |
| Clear the process noise covariance matrix. More...
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virtual void | setStateCovariance (const Pmatrix &P) |
| Set the covariance matrix of the current time state estimation error. More...
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virtual void | clearStates () |
| clears the state and the state covariance More...
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virtual void | clearStateCovariance () |
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virtual Pmatrix | getStateCovariance () const |
| Get the covariance matrix of the current time state estimation. More...
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Amatrix | getAmatrixConstant (double c) const |
| Get a matrix having the size of the A matrix having "c" values. More...
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Amatrix | getAmatrixRandom () const |
| Get a matrix having the size of the A matrix having random values. More...
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Amatrix | getAmatrixZero () const |
| Get a matrix having the size of the A matrix having zero values. More...
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Amatrix | getAmatrixIdentity () const |
| Get an identity matrix having the size of the A matrix. More...
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bool | checkAmatrix (const Amatrix &) const |
| checks whether or not a matrix has the dimensions of the A matrix More...
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Cmatrix | getCmatrixConstant (double c) const |
| Get a matrix having the size of the C matrix having "c" values. More...
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Cmatrix | getCmatrixRandom () const |
| Get a matrix having the size of the C matrix having random values. More...
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Cmatrix | getCmatrixZero () const |
| Get a matrix having the size of the C matrix having zero values. More...
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bool | checkCmatrix (const Cmatrix &) const |
| checks whether or not a matrix has the dimensions of the C matrix More...
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Qmatrix | getQmatrixConstant (double c) const |
| Get a matrix having the size of the Q matrix having "c" values. More...
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Qmatrix | getQmatrixRandom () const |
| Get a matrix having the size of the Q matrix having random values. More...
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Qmatrix | getQmatrixZero () const |
| Get a matrix having the size of the Q matrix having zero values. More...
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Qmatrix | getQmatrixIdentity () const |
| Get an identity matrix having the size of the Q matrix. More...
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bool | checkQmatrix (const Qmatrix &) const |
| checks whether or not a matrix has the dimensions of the Q matrix More...
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Rmatrix | getRmatrixConstant (double c) const |
| Get a matrix having the size of the R matrix having "c" values. More...
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Rmatrix | getRmatrixRandom () const |
| Get a matrix having the size of the R matrix having random values. More...
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Rmatrix | getRmatrixZero () const |
| Get a matrix having the size of the R matrix having zero values. More...
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Rmatrix | getRmatrixIdentity () const |
| Get an identity matrix having the size of the R matrix. More...
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bool | checkRmatrix (const Rmatrix &) const |
| checks whether or not a matrix has the dimensions of the R matrix More...
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Pmatrix | getPmatrixConstant (double c) const |
| Get a matrix having the size of the P matrix having "c" values. More...
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Pmatrix | getPmatrixRandom () const |
| Get a matrix having the size of the P matrix having random values. More...
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Pmatrix | getPmatrixZero () const |
| Get a matrix having the size of the P matrix having zero values. More...
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Pmatrix | getPmatrixIdentity () const |
| Get an identity matrix having the size of the P matrix. More...
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bool | checkPmatrix (const Pmatrix &) const |
| Checks whether or not a matrix has the dimensions of the P matrix. More...
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virtual StateVectorTan | stateTangentVectorConstant (double c) const |
| Gives a vector of state tangent vector size having duplicated "c" value. More...
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virtual StateVectorTan | stateTangentVectorRandom () const |
| Gives a vector of state tangent vector size having random values. More...
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virtual StateVectorTan | stateTangentVectorZero () const |
| Gives a vector of state tangent vector size having zero values. More...
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virtual bool | checkStateTangentVector (const StateVectorTan &v) const |
| Tells whether or not the vector has the dimensions of a state tangent vector. More...
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virtual MeasureVectorTan | measureTangentVectorConstant (double c) const |
| Gives a vector of measurement tangent vector size having duplicated "c" value. More...
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virtual MeasureVectorTan | measureTangentVectorRandom () const |
| Gives a vector of measurement tangent vector size having random values. More...
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virtual MeasureVectorTan | measureTangentVectorZero () const |
| Gives a vector of measurement tangent vector size having zero values. More...
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virtual bool | checkMeasureTangentVector (const MeasureVectorTan &) const |
| Tells whether or not the vector has the dimensions of a measurement tangent vector. More...
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virtual void | setStateSize (Index n) |
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virtual void | setStateSize (Index n, Index nt) |
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virtual void | setMeasureSize (Index m) |
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virtual void | setMeasureSize (Index m, Index mt) |
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virtual MeasureVector | getSimulatedMeasurement (TimeIndex k) |
| Get simulation of the measurement y_k using the state estimation. More...
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virtual const StateVector & | getInnovation () |
| Get the last vector of innovation of the Kalman filter. More...
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const StateVector & | updateStatePrediction () |
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MeasureVector | updateStateAndMeasurementPrediction () |
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const StateVector & | getLastPrediction () const |
| get the last predicted state More...
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const MeasureVector & | getLastPredictedMeasurement () const |
| get the last predicted measurement More...
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const MeasureVector & | getLastMeasurement () const |
| get the last measurement More...
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const Matrix & | getLastGain () const |
| get the last Kalman gain matrix More...
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void | setStateArithmetics (StateVectorArithmetics *arith) |
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| ZeroDelayObserver (Index n, Index m, Index p=0) |
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| ZeroDelayObserver () |
| Default constructor (default values for n,m,p are zero) More...
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virtual | ~ZeroDelayObserver () |
| Destructor. More...
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virtual void | setState (const ObserverBase::StateVector &x_k, TimeIndex k) |
| Set the value of the state vector at time index k. More...
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virtual void | setCurrentState (const ObserverBase::StateVector &x_k) |
| Modify the value of the state vector at the current time. More...
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bool | stateIsSet () const |
| Returns if the state is set or not. The state being set is mandatory to start the estimator. More...
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virtual void | setMeasurement (const ObserverBase::MeasureVector &y_k, TimeIndex k) |
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virtual void | pushMeasurement (const ObserverBase::MeasureVector &y_k) |
| Sets the measurement value at the next time index. More...
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virtual void | clearMeasurements () |
| Remove all the given values of the measurements. More...
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virtual void | setInput (const ObserverBase::InputVector &u_k, TimeIndex k) |
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virtual void | pushInput (const ObserverBase::InputVector &u_k) |
| Set the input value at the next time indext. More...
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virtual void | clearInputs () |
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virtual void | clearInputsAndMeasurements () |
| Remove all the given values of the inputs and measurements. More...
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virtual TimeIndex | estimateState () |
| run the observer until the measurement vector is depleted. More...
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virtual ObserverBase::StateVector | getEstimatedState (TimeIndex k) |
| getestimated State More...
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virtual ObserverBase::StateVector | getCurrentEstimatedState () const |
| Get the Current Estimated State. More...
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virtual TimeIndex | getCurrentTime () const |
| Get the value of the time index of the current state estimation. More...
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Vector | getInput (TimeIndex k) const |
| Get the value of the input of the time index k. More...
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virtual TimeSize | getInputsNumber () const |
| Get the number of available inputs. More...
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virtual TimeIndex | getInputTime () const |
| Get the time index of the last given input. More...
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Vector | getMeasurement (TimeIndex k) const |
| Get the measurement of the time index k. More...
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virtual TimeIndex | getMeasurementTime () const |
| Get the time index of the last given measurement. More...
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virtual TimeSize | getMeasurementsNumber () const |
| Gets the number of regitered measurements. More...
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virtual void | setInputSize (Index p) |
| changes the size of the input vector: reset the stored input vectors More...
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| ObserverBase (Index n, Index m, Index p=0) |
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| ObserverBase () |
| default constructor (default values for n,m,p are zero) More...
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virtual | ~ObserverBase () |
| Destructor. More...
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virtual Index | getStateSize () const |
| gets the size of the state vector More...
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virtual Index | getMeasureSize () const |
| gets the size of the measurement vector More...
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virtual Index | getInputSize () const |
| gets the size of the input vector More...
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virtual StateVector | stateVectorConstant (double c) const |
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virtual StateVector | stateVectorRandom () const |
| Gives a vector of state vector size having random values. More...
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virtual StateVector | stateVectorZero () const |
| Gives a vector of state vector size having zero values. More...
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virtual bool | checkStateVector (const StateVector &v) const |
| Tells whether or not the vector has the dimensions of a state vector. More...
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virtual MeasureVector | measureVectorConstant (double c) const |
| Gives a vector of measurement vector size having duplicated "c" value. More...
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virtual MeasureVector | measureVectorRandom () const |
| Gives a vector of measurement vector size having random values. More...
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virtual MeasureVector | measureVectorZero () const |
| Gives a vector of measurement vector size having zero values. More...
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virtual bool | checkMeasureVector (const MeasureVector &) const |
| Tells whether or not the vector has the dimensions of a measurement vector. More...
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virtual InputVector | inputVectorConstant (double c) const |
| Gives a vector of input vector size having duplicated "c" value. More...
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virtual InputVector | inputVectorRandom () const |
| Gives a vector of input vector size having random values. More...
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virtual InputVector | inputVectorZero () const |
| Gives a vector of input vector size having zero values. More...
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virtual bool | checkInputVector (const InputVector &) const |
| Tells whether or not the vector has the dimensions of a input vector. More...
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The class to intanciate to use an extended Kalman filter.
To use this class, one needs to provide a pointer on a functor
that describes the state dynamics and the measurement dynamics.
The functor type needs to be a derived class from the class
DynamicsFunctorBase.
x_{k+1}=f(x_k,u_k)+v_k
y_k=h(x_k,u_k)+w_k