Structure holding the parameters of the Unscented Kalman Filter. More...
#include <ukf_types.h>
Public Attributes | |
double | kpa |
, is a good choice. According to van der Merwe, its value is not critical More... | |
double | alpha |
: "Size" of sigma-point distribution. Should be small if the function is strongly non-linear More... | |
double | beta |
Non negative weights used to introduce knowledge about the higher order moments of the distribution. For gaussian distributions, is a good choice. More... | |
double | lambda |
More... | |
double | gamma |
More... | |
EvolutionNoise * | evolution_noise |
Parameter used for the evolution noise. More... | |
double | observation_noise |
Covariance of the observation noise. More... | |
double | prior_pi |
Prior estimate of the covariance matrix. More... | |
int | n |
Number of parameters to estimate. More... | |
int | nbSamples |
Number of sigma-points More... | |
int | no |
Dimension of the output. More... | |
Structure holding the parameters of the Unscented Kalman Filter.
double ukf::parameter::ukf_param::alpha |
: "Size" of sigma-point distribution. Should be small if the function is strongly non-linear
double ukf::parameter::ukf_param::beta |
Non negative weights used to introduce knowledge about the higher order moments of the distribution. For gaussian distributions, is a good choice.
EvolutionNoise* ukf::parameter::ukf_param::evolution_noise |
Parameter used for the evolution noise.
Initial value of the evolution noise Evolution noise type
double ukf::parameter::ukf_param::gamma |
double ukf::parameter::ukf_param::kpa |
, is a good choice. According to van der Merwe, its value is not critical
double ukf::parameter::ukf_param::lambda |
int ukf::parameter::ukf_param::n |
Number of parameters to estimate.
int ukf::parameter::ukf_param::nbSamples |
Number of sigma-points
int ukf::parameter::ukf_param::no |
Dimension of the output.
double ukf::parameter::ukf_param::observation_noise |
Covariance of the observation noise.
double ukf::parameter::ukf_param::prior_pi |
Prior estimate of the covariance matrix.