ukf Namespace Reference

In this section we implement the Unscented Kalman Filter for parameter estimation and Joint UKF involving the Scaled Unscented Transform detailed in Van der Merwe PhD Thesis. More...

Namespaces
	math
	parameter
	UKF for parameter estimation. The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p93, PhD, van Der Merwe.
	samples
	srstate
	MUST NOT BE USED !!!!!!! Square root UKF for state estimation, additive noise case The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p115, PhD, van Der Merwe.
	state
	UKF for state estimation, additive noise case The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p108, PhD, van Der Merwe.

Enumerations
enum	ProcessNoise { UKF_PROCESS_FIXED, UKF_PROCESS_RLS }
	The different types of implemented process noise for UKF state estimation. More...

Detailed Description

In this section we implement the Unscented Kalman Filter for parameter estimation and Joint UKF involving the Scaled Unscented Transform detailed in Van der Merwe PhD Thesis.

Enumeration Type Documentation

enum ukf::ProcessNoise

The different types of implemented process noise for UKF state estimation.

Enumerator
UKF_PROCESS_FIXED	The covariance of the evolution noise is fixed to .
UKF_PROCESS_RLS	The covariance of the evolution noise is defined as .