ukf_types.h File Reference

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

Go to the source code of this file.

Classes
struct	ukf::parameter::ukf_param
	Structure holding the parameters of the Unscented Kalman Filter. More...
struct	ukf::parameter::ukf_scalar_state
	Pointer to the function to approximate in the scalar case. More...
struct	ukf::parameter::ukf_state
	Structure holding the matrices manipulated by the unscented kalman filter in the vectorial case, for Parameter estimation. More...
class	ukf::parameter::EvolutionNoise
	Mother class from which the evolution noises inherit. More...
class	ukf::parameter::EvolutionAnneal
	Annealing type evolution noise. More...
class	ukf::parameter::EvolutionRLS
	Forgetting type evolution noise. More...
class	ukf::parameter::EvolutionRobbinsMonro
	Robbins-Monro evolution noise. More...
struct	ukf::state::ukf_param
	Structure holding the parameters of the statistical linearization. More...
struct	ukf::state::ukf_state
	Structure holding the matrices manipulated by the statistical linearization in the vectorial case for state estimation. More...
class	ukf::state::EvolutionNoise
	Mother class from which the evolution noises inherit. More...
class	ukf::state::EvolutionAnneal
	Annealing type evolution noise. More...
class	ukf::state::EvolutionRLS
	Forgetting type evolution noise. More...
class	ukf::state::EvolutionRobbinsMonro
	Robbins-Monro evolution noise. More...
struct	ukf::srstate::ukf_param
	Structure holding the parameters of the statistical linearization. More...
struct	ukf::srstate::ukf_state
	Structure holding the matrices manipulated by the statistical linearization in the vectorial case for state estimation. More...

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.
	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.
	ukf::srstate
	MUST NOT BE USED !!!!!!! Square root UKF for state estimation, additive noise case The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p115, PhD, van Der Merwe.

Enumerations
enum	ukf::ProcessNoise { ukf::UKF_PROCESS_FIXED, ukf::UKF_PROCESS_RLS }
	The different types of implemented process noise for UKF state estimation. More...