ukf_parameter_scalar.h File Reference

#include <gsl/gsl_linalg.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_blas.h>
#include "ukf_types.h"
#include "ukf_math.h"

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

Functions
void	ukf::parameter::ukf_scalar_init (ukf_param &p, ukf_scalar_state &s)
	Allocation of the vectors/matrices and initialization. More...
void	ukf::parameter::ukf_scalar_free (ukf_param &p, ukf_scalar_state &s)
	Free of memory allocation. More...
template<typename FunctObj >
void	ukf::parameter::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::parameter::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...