Pointer to the function to approximate in the scalar case. More...

#include <ukf_types.h>

Public Attributes
gsl_vector *	Kk
	Kalman gain, a vector of size . More...

gsl_matrix *	Kk_mat
	Temporary matrix for the kalman gain, a matrix of size . More...

gsl_matrix *	Kk_mat_T
	Temporary matrix for the transpose of the kalman gain, a matrix of size . More...

gsl_vector *	Pwdk
	Covariance of : $P_{w_k d_k}$ , of size . More...

gsl_matrix *	Prrk
	Covariance of the evolution noise. More...

double	Peek
	Covariance of the observation noise. More...

double	Pddk
	Covariance of the output. More...

gsl_vector *	w
	Parameter vector, of size . More...

gsl_vector *	wk
	Temporary vector, holding a sigma-point. More...

gsl_matrix *	Pk
	Covariance matrix of the parameters, of size . More...

gsl_matrix *	Sk
	Matrix holding the Cholesky decomposition of , of size . More...

gsl_vector *	cSk
	Vector holding one column of Sk, of size . More...

gsl_vector *	wm
	Weights used to compute the mean of the sigma points' images. More...

gsl_vector *	wc
	Weights used to update the covariance matrices. More...

gsl_vector *	dk
	Temporary vector holding the image of the sigma points, of size . More...

double	ino_dk
	Innovation. More...

double	d_mean
	Variable holding the mean of the sigma points image. More...

gsl_matrix *	sigmaPoints
	Matrix holding the sigma points in the columns, of size . More...

gsl_vector *	temp_n
	Temporary vector. More...

gsl_matrix *	temp_n_n
	Temporary matrix. More...

Detailed Description

Pointer to the function to approximate in the scalar case.

Structure holding the matrices manipulated by the statistical linearization in the scalar case

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

Member Data Documentation

gsl_vector* ukf::parameter::ukf_scalar_state::cSk

Vector holding one column of Sk, of size $n$ .

double ukf::parameter::ukf_scalar_state::d_mean

Variable holding the mean of the sigma points image.

gsl_vector* ukf::parameter::ukf_scalar_state::dk

Temporary vector holding the image of the sigma points, of size $nbSamples$ .

double ukf::parameter::ukf_scalar_state::ino_dk

Innovation.

gsl_vector* ukf::parameter::ukf_scalar_state::Kk

Kalman gain, a vector of size $n$ .

gsl_matrix* ukf::parameter::ukf_scalar_state::Kk_mat

Temporary matrix for the kalman gain, a matrix of size $(n,1)$ .

gsl_matrix* ukf::parameter::ukf_scalar_state::Kk_mat_T

Temporary matrix for the transpose of the kalman gain, a matrix of size $(1,n)$ .

double ukf::parameter::ukf_scalar_state::Pddk

Covariance of the output.

double ukf::parameter::ukf_scalar_state::Peek

Covariance of the observation noise.

gsl_matrix* ukf::parameter::ukf_scalar_state::Pk

Covariance matrix of the parameters, of size $(n,n)$ .

gsl_matrix* ukf::parameter::ukf_scalar_state::Prrk

Covariance of the evolution noise.

gsl_vector* ukf::parameter::ukf_scalar_state::Pwdk

Covariance of $(w, d)$ : $P_{w_k d_k}$ , of size $n$ .

gsl_matrix* ukf::parameter::ukf_scalar_state::sigmaPoints

Matrix holding the sigma points in the columns, of size $(n,nbSamples)$ .

gsl_matrix* ukf::parameter::ukf_scalar_state::Sk

Matrix holding the Cholesky decomposition of $P_k$ , of size $(n,n)$ .

gsl_vector* ukf::parameter::ukf_scalar_state::temp_n

Temporary vector.

gsl_matrix* ukf::parameter::ukf_scalar_state::temp_n_n

Temporary matrix.

gsl_vector* ukf::parameter::ukf_scalar_state::w

Parameter vector, of size $n$ .

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

gsl_vector* ukf::parameter::ukf_scalar_state::wc

Weights used to update the covariance matrices.

$wc_0 = \frac{\lambda}{n + \lambda} + (1 - \alpha^2 + \beta)$ $wc_i = \frac{1}{2(n + \lambda)}$

gsl_vector* ukf::parameter::ukf_scalar_state::wk

Temporary vector, holding a sigma-point.

gsl_vector* ukf::parameter::ukf_scalar_state::wm

Weights used to compute the mean of the sigma points' images.

$wm_0 = \frac{\lambda}{n + \lambda}$ $wm_i = \frac{1}{2(n + \lambda)}$

The documentation for this struct was generated from the following file:

/home/fix_jer/SVN/easykf_trunk/trunk/easykf-2.04/src/ukf_types.h

Public Attributes

Detailed Description

Member Data Documentation