Structure holding the matrices manipulated by the unscented kalman filter in the vectorial case, for Parameter estimation. More...

#include <ukf_types.h>

Public Attributes
gsl_matrix *	Kk
	Kalman gain, a matrix of size $n \times no$ . More...

gsl_matrix *	Kk_T
	The tranposed Kalman gain, a vector of size $no \times n$ . More...

gsl_matrix *	Pwdk
	Covariance of : $P_{w_k d_k}$ , of size $n \times no$ . More...

gsl_matrix *	Pddk
	Covariance of the output, a matrix of size $no \times no$ . More...

gsl_matrix *	Peek
	Covariance of the observation noise, of size $no \times no$ . More...

gsl_matrix *	Prrk
	Covariance of the evolution noise, of size $n \times n$ . More...

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

gsl_vector *	wk
	Temporary vector holding one sigma point, of size . 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_matrix *	dk
	Temporary matrix holding the image of the sigma points, of size $no \times nbSamples$ . More...

gsl_vector *	d_mean
	Vector holding the mean of the sigma points image, of size ŝ More...

gsl_vector *	ino_dk
	Vector holding the inovation, of size ŝ More...

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

gsl_vector *	vec_temp_n
	Temporary vector of size . More...

gsl_vector *	vec_temp_output
	Temporary vector of size . More...

gsl_matrix *	mat_temp_n_1
	Temporary matrix of size $n \times 1$ . More...

gsl_matrix *	mat_temp_n_output
	Temporary matrix of size $n \times no$ . More...

gsl_matrix *	mat_temp_output_n
	Temporary matrix of size $no \times n$ . More...

gsl_matrix *	mat_temp_1_output
	Temporary matrix of size $1 \times no$ . More...

gsl_matrix *	mat_temp_output_1
	Temporary matrix of size $no \times 1$ . More...

gsl_matrix *	mat_temp_output_output
	Temporary matrix of size $no \times no$ . More...

gsl_matrix *	mat_temp_n_n
	Temporary matrix of size $n \times n$ . More...

Detailed Description

Structure holding the matrices manipulated by the unscented kalman filter in the vectorial case, for Parameter estimation.

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

Member Data Documentation

gsl_vector* ukf::parameter::ukf_state::cSk

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

gsl_vector* ukf::parameter::ukf_state::d_mean

Vector holding the mean of the sigma points image, of size $ no $ ŝ

gsl_matrix* ukf::parameter::ukf_state::dk

Temporary matrix holding the image of the sigma points, of size $no \times nbSamples$ .

gsl_vector* ukf::parameter::ukf_state::ino_dk

Vector holding the inovation, of size $ no $ ŝ

gsl_matrix* ukf::parameter::ukf_state::Kk

Kalman gain, a matrix of size $n \times no$ .

gsl_matrix* ukf::parameter::ukf_state::Kk_T

The tranposed Kalman gain, a vector of size $no \times n$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_1_output

Temporary matrix of size $1 \times no$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_n_1

Temporary matrix of size $n \times 1$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_n_n

Temporary matrix of size $n \times n$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_n_output

Temporary matrix of size $n \times no$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_output_1

Temporary matrix of size $no \times 1$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_output_n

Temporary matrix of size $no \times n$ .

gsl_matrix* ukf::parameter::ukf_state::mat_temp_output_output

Temporary matrix of size $no \times no$ .

gsl_matrix* ukf::parameter::ukf_state::Pddk

Covariance of the output, a matrix of size $no \times no$ .

gsl_matrix* ukf::parameter::ukf_state::Peek

Covariance of the observation noise, of size $no \times no$ .

gsl_matrix* ukf::parameter::ukf_state::Pk

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

gsl_matrix* ukf::parameter::ukf_state::Prrk

Covariance of the evolution noise, of size $n \times n$ .

gsl_matrix* ukf::parameter::ukf_state::Pwdk

Covariance of $(w, d)$ : $P_{w_k d_k}$ , of size $n \times no$ .

gsl_matrix* ukf::parameter::ukf_state::sigmaPoints

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

gsl_matrix* ukf::parameter::ukf_state::Sk

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

gsl_vector* ukf::parameter::ukf_state::vec_temp_n

Temporary vector of size $ n $ .

gsl_vector* ukf::parameter::ukf_state::vec_temp_output

Temporary vector of size $ no $ .

gsl_vector* ukf::parameter::ukf_state::w

Parameter vector, of size $n$ .

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

gsl_vector* ukf::parameter::ukf_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_state::wk

Temporary vector holding one sigma point, of size $n$ .

gsl_vector* ukf::parameter::ukf_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