Robotics Library  0.6.0
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Public Member Functions | Static Public Member Functions
rl::math::Kalman Class Reference

#include <Kalman.h>

List of all members.

Public Member Functions

 Kalman ()
virtual ~Kalman ()

Static Public Member Functions

template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Vector6 , typename Matrix7 >
static void correct (const Vector1 &xPrior, const Matrix2 &pPrior, const Matrix3 &h, const Matrix4 &r, const Vector5 &z, Vector6 &xPost, Matrix7 &pPost)
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 >
static void predict (const Vector1 &xPost, const Matrix2 &pPost, const Matrix3 &a, const Matrix4 &q, Vector5 &xPrior, Matrix6 &pPrior)
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 , typename Vector7 , typename Matrix8 >
static void predict (const Vector1 &xPost, const Matrix2 &pPost, const Matrix3 &a, const Matrix4 &b, const Vector5 &u, const Matrix6 &q, Vector7 &xPrior, Matrix8 &pPrior)

Constructor & Destructor Documentation

rl::math::Kalman::Kalman ( )
inline
virtual rl::math::Kalman::~Kalman ( )
inlinevirtual

Member Function Documentation

template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Vector6 , typename Matrix7 >
static void rl::math::Kalman::correct ( const Vector1 &  xPrior,
const Matrix2 &  pPrior,
const Matrix3 &  h,
const Matrix4 &  r,
const Vector5 &  z,
Vector6 xPost,
Matrix7 &  pPost 
)
inlinestatic

\[ K_{k} = P^{-}_{k} H^{T} \left( H P^{-}_{k} H^{T} + R \right)^{-1} \]

\[ \hat{x}_{k} = \hat{x}^{-}_{k} + K_{k} \left( z_{k} - H \hat{x}^{-}_{k} \right) \]

\[ P_{k} = \left( I - K_{k} H \right) P^{-}_{k} \]

                      @param xPrior \form#20
                      @param pPrior \form#21
                      @param h \form#22
                      @param r \form#23
                      @param z \form#24
                      @param xPost \form#25
                      @param pPost \form#26
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 >
static void rl::math::Kalman::predict ( const Vector1 &  xPost,
const Matrix2 &  pPost,
const Matrix3 &  a,
const Matrix4 &  q,
Vector5 &  xPrior,
Matrix6 &  pPrior 
)
inlinestatic

\[ \hat{x}^{-}_{k} = A \hat{x}_{k - 1} \]

\[ P^{-}_{k} = A P_{k - 1} A^{T} + Q \]

                      @param xPost \form#29
                      @param pPost \form#30
                      @param a \form#31
                      @param q \form#32
                      @param xPrior \form#20
                      @param pPrior \form#21
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 , typename Vector7 , typename Matrix8 >
static void rl::math::Kalman::predict ( const Vector1 &  xPost,
const Matrix2 &  pPost,
const Matrix3 &  a,
const Matrix4 &  b,
const Vector5 &  u,
const Matrix6 &  q,
Vector7 &  xPrior,
Matrix8 &  pPrior 
)
inlinestatic

\[ \hat{x}^{-}_{k} = A \hat{x}_{k - 1} + B u_{k - 1} \]

\[ P^{-}_{k} = A P_{k - 1} A^{T} + Q \]

                      @param xPost \form#29
                      @param pPost \form#30
                      @param a \form#31
                      @param b \form#34
                      @param u \form#35
                      @param q \form#32
                      @param xPrior \form#20
                      @param pPrior \form#21

The documentation for this class was generated from the following file: