ukf_state_ndim.h File Reference

#include <gsl/gsl_linalg.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_blas.h>
#include "ukf_types.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::state
	UKF for state estimation, additive noise case The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p108, PhD, van Der Merwe.

Functions
void	ukf::state::ukf_init (ukf_param &p, ukf_state &s)
	Allocation of the vectors/matrices and initialization. More...
void	ukf::state::ukf_free (ukf_param &p, ukf_state &s)
	Free of memory allocation. More...
template<typename FunctProcess , typename FunctObservation >
void	ukf::state::ukf_iterate (ukf_param &p, ukf_state &s, FunctProcess f, FunctObservation h, gsl_vector *yi)
	UKF-additive (zero-mean) noise case, "Kalman Filtering and Neural Networks", p.233. More...
template<typename FunctProcess , typename FunctObservation >
void	ukf::state::ukf_evaluate (ukf_param &p, ukf_state &s, FunctProcess f, FunctObservation h, gsl_vector *yi)
	Evaluation of the output from the sigma points. More...