indii::ml::filter::KalmanFilter

KalmanFilter Class Template Reference

Inheritance diagram for KalmanFilter:

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List of all members.

Detailed Description

template<class T = unsigned int>
class indii::ml::filter::KalmanFilter< T >

Kalman filter.

Author:: Lawrence Murray <lawrence@indii.org>

Version:

Rev

Date:

Date

Parameters:

The type of time.

KalmanFilter is suitable for models with linear transition and measurement functions, approximating state and noise with indii::ml::aux::GaussianPdf distributions.

See also:: indii::ml::filter for general usage guidelines.
LinearModel for more detail on linear filters.

Definition at line 31 of file KalmanFilter.hpp.


Public Member Functions
	KalmanFilter (KalmanFilterModel< T > *model, const indii::ml::aux::GaussianPdf &p_x0)
	Create new Kalman filter.
virtual	~KalmanFilter ()
	Destructor.
virtual void	filter (const T tnp1, const indii::ml::aux::vector &ytnp1)
	Advance system to time of next measurement.
virtual indii::ml::aux::GaussianPdf	measure ()
	Apply the measurement function to the current filtered state to obtain an estimated measurement.

Constructor & Destructor Documentation

KalmanFilter	(	KalmanFilterModel< T > *	model,
		const indii::ml::aux::GaussianPdf &	p_x0
	)			`[inline]`

Create new Kalman filter.

Parameters:

	model	Model to estimate.
	p_x0	$p(\mathbf{x}_0)$ ; prior over the initial state $\mathbf{x}_0$ .

Definition at line 69 of file KalmanFilter.hpp.

~KalmanFilter ( ) [inline, virtual]

Destructor.

Definition at line 76 of file KalmanFilter.hpp.

Member Function Documentation

void filter	(	const T	tnp1,
		const indii::ml::aux::vector &	ytnp1
	)			`[inline, virtual]`

Advance system to time of next measurement.

Parameters:

	tnp1	$t_{n+1}$ ; the time to which to advance the system. This must be greater than the current time .
	ytnp1	$\mathbf{y}_{n+1}$ ; measurement at time $t_{n+1}$ .