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| LinearKalmanFilter (Index n, Index m, Index p=0) |
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| LinearKalmanFilter () |
| Default constructor. More...
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virtual void | setB (const Bmatrix &B) |
| Set the value of the input-state matrix. More...
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virtual void | clearB () |
| Clear the value of the input-state Matrix. More...
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virtual void | setD (const Dmatrix &D) |
| Set the value of the input-measurement matrix. More...
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virtual void | clearD () |
| Clear the value of the input-measurement matrix. More...
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Bmatrix | getBmatrixConstant (double c) const |
| Get a matrix having the size of the B matrix having "c" values. More...
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Bmatrix | getBmatrixRandom () const |
| Get a matrix having the size of the B matrix having random values. More...
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Bmatrix | getBmatrixZero () const |
| Get a matrix having the size of the B matrix having zero values. More...
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bool | checkBmatrix (const Bmatrix &) const |
| checks whether or not a matrix has the dimensions of the B matrix More...
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Dmatrix | getDmatrixConstant (double c) const |
| Get a matrix having the size of the D matrix having "c" values. More...
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Dmatrix | getDmatrixRandom () const |
| Get a matrix having the size of the D matrix having random values. More...
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Dmatrix | getDmatrixZero () const |
| Get a matrix having the size of the D matrix having zero values. More...
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bool | checkDmatrix (const Dmatrix &) const |
| checks whether or not a matrix has the dimensions of the D matrix More...
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virtual void | setStateSize (Index n) |
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virtual void | setMeasureSize (Index m) |
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virtual void | setInputSize (Index p) |
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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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virtual void | reset () |
| Resets all the observer. 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, Index nt) |
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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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| 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 of a Linear Kalman filter.
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. To use this class, one needs to provide the matrices that describe the dynamics of the state and the measurement.
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