ekf Namespace Reference

Extended Kalman Filter in the case of additive noise, the notations follow Van Der Merwe, phD, p. 36. More...

Classes
struct	ekf_param
	Structure holding the parameters of the statistical linearization. More...
struct	ekf_state
class	EvolutionNoise
	Mother class from which the evolution noises inherit. More...
class	EvolutionAnneal
	Annealing type evolution noise. More...
class	EvolutionRLS
	Forgetting type evolution noise. More...
class	EvolutionRobbinsMonro
	Robbins-Monro evolution noise. More...

Functions
void	ekf_init (ekf_param &p, ekf_state &s)
void	ekf_free (ekf_param &p, ekf_state &s)
template<typename FunctProcess , typename JacobianProcess , typename FunctObservation , typename JacobianObservation >
void	ekf_iterate (ekf_param &p, ekf_state &s, FunctProcess f, JacobianProcess df, FunctObservation h, JacobianObservation dh, gsl_vector *yk)

Detailed Description

Extended Kalman Filter in the case of additive noise, the notations follow Van Der Merwe, phD, p. 36.

Function Documentation

void ekf::ekf_free	(	ekf_param &	p,
		ekf_state &	s
	)

Examples:

example-009.cc.

void ekf::ekf_init	(	ekf_param &	p,
		ekf_state &	s
	)

Examples:

example-009.cc.

template<typename FunctProcess , typename JacobianProcess , typename FunctObservation , typename JacobianObservation >

void ekf::ekf_iterate	(	ekf_param &	p,
		ekf_state &	s,
		FunctProcess	f,
		JacobianProcess	df,
		FunctObservation	h,
		JacobianObservation	dh,
		gsl_vector *	yk
	)

Examples:

example-009.cc.