ukf_math.h File Reference

#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <iostream>
#include <cassert>
#include <cmath>

Go to the source code of this file.

Namespaces
	ukf
	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.
	ukf::math

Functions
double	ukf::math::min (double a, double b)
double	ukf::math::max (double a, double b)
double	ukf::math::signof (double x)
bool	ukf::math::cmp_equal (double x, double y)
bool	ukf::math::cmp_diff (double x, double y)
void	ukf::math::choleskyUpdate (gsl_matrix *sigmaTheta, double alpha, gsl_vector *x)
	This function performs a cholesky update according to Strange et al.(2007) More...