ukf::parameter Namespace Reference

UKF for parameter estimation. The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p93, PhD, van Der Merwe. More...

Classes
struct	ukf_param
	Structure holding the parameters of the Unscented Kalman Filter. More...
struct	ukf_scalar_state
	Pointer to the function to approximate in the scalar case. More...
struct	ukf_state
	Structure holding the matrices manipulated by the unscented kalman filter in the vectorial case, for Parameter estimation. More...
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	ukf_init (ukf_param &p, ukf_state &s)
	Allocation of the vectors/matrices and initialization. More...
void	ukf_free (ukf_param &p, ukf_state &s)
	Free of memory allocation. More...
template<typename FunctObj >
void	ukf_iterate (ukf_param &p, ukf_state &s, FunctObj g, gsl_vector *xk, gsl_vector *dk)
	Iteration for the statistical linearization. More...
template<typename FunctObj >
void	ukf_evaluate (ukf_param &p, ukf_state &s, FunctObj g, gsl_vector *xk, gsl_vector *dk)
	Evaluation of the output from the sigma points. More...
void	getSigmaPoints (ukf_param &p, ukf_state &s, gsl_matrix *sigmaPoints)
	Returns a set of sigma points. More...
void	ukf_scalar_init (ukf_param &p, ukf_scalar_state &s)
	Allocation of the vectors/matrices and initialization. More...
void	ukf_scalar_free (ukf_param &p, ukf_scalar_state &s)
	Free of memory allocation. More...
template<typename FunctObj >
void	ukf_scalar_iterate (ukf_param &p, ukf_scalar_state &s, FunctObj g, gsl_vector *xk, double dk)
	Iteration for UKF for parameter estimation, in case of a scalar output. More...
template<typename FunctObj >
void	ukf_scalar_evaluate (ukf_param &p, ukf_scalar_state &s, FunctObj g, gsl_vector *xk, double &dk)
	Evaluation of the output from the sigma points. More...

Detailed Description

UKF for parameter estimation. The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p93, PhD, van Der Merwe.

Function Documentation

void ukf::parameter::getSigmaPoints	(	ukf_param &	p,
		ukf_state &	s,
		gsl_matrix *	sigmaPoints
	)

Returns a set of sigma points.

template<typename FunctObj >

void ukf::parameter::ukf_evaluate ( ukf_param &  p, ukf_state &  s, FunctObj  g, gsl_vector *  xk, gsl_vector *  dk  )

inline

Evaluation of the output from the sigma points.

void ukf::parameter::ukf_free ( ukf_param &  p, ukf_state &  s  )

inline

Free of memory allocation.

Examples:

example-004.cc, and example-005.cc.

void ukf::parameter::ukf_init ( ukf_param &  p, ukf_state &  s  )

inline

Allocation of the vectors/matrices and initialization.

Examples:

example-004.cc, and example-005.cc.

template<typename FunctObj >

void ukf::parameter::ukf_iterate ( ukf_param &  p, ukf_state &  s, FunctObj  g, gsl_vector *  xk, gsl_vector *  dk  )

inline

Iteration for the statistical linearization.

Examples:

example-004.cc, and example-005.cc.

template<typename FunctObj >

void ukf::parameter::ukf_scalar_evaluate ( ukf_param &  p, ukf_scalar_state &  s, FunctObj  g, gsl_vector *  xk, double &  dk  )

inline

Evaluation of the output from the sigma points.

Examples:

example-001.cc, example-002.cc, and example-006.cc.

void ukf::parameter::ukf_scalar_free ( ukf_param &  p, ukf_scalar_state &  s  )

inline

Free of memory allocation.

Examples:

example-001.cc, example-002.cc, example-003.cc, and example-006.cc.

void ukf::parameter::ukf_scalar_init ( ukf_param &  p, ukf_scalar_state &  s  )

inline

Allocation of the vectors/matrices and initialization.

Examples:

example-001.cc, example-002.cc, example-003.cc, and example-006.cc.

template<typename FunctObj >

void ukf::parameter::ukf_scalar_iterate ( ukf_param &  p, ukf_scalar_state &  s, FunctObj  g, gsl_vector *  xk, double  dk  )

inline

Iteration for UKF for parameter estimation, in case of a scalar output.

Examples:

example-001.cc, example-002.cc, example-003.cc, and example-006.cc.