linear-kalman-filter.hpp File Reference

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
namespace	stateObservation
	Filtering of divergent component of motion (DCM) and estimation of a bias betweeen the DCM and the corresponding zero moment point for a linearized inverted pendulum model.

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

Definition in file linear-kalman-filter.hpp.