UnscentedKalmanFilter Class Template Reference

Inheritance diagram for UnscentedKalmanFilter:

Detailed Description

Unscented Kalman filter.

Version:

Date:

Parameters:

The type of time.

UnscentedKalmanFilter is suitable for systems with nonlinear transition and measurement functions, approximating state and noise with indii::ml::aux::GaussianPdf distributions.

See also:: UnscentedTransformation
indii::ml::filter for general usage guidelines.

Definition at line 36 of file UnscentedKalmanFilter.hpp.


Public Member Functions
	UnscentedKalmanFilter (UnscentedKalmanFilterModel< T > *model, const indii::ml::aux::GaussianPdf &p_x0)
	Create new unscented Kalman filter.
virtual	~UnscentedKalmanFilter ()
	Destructor.
UnscentedTransformation < T > *	getTransitionTransformation ()
	Get the unscented transformation used for the transition function.
UnscentedTransformation < T > *	getMeasurementTransformation ()
	Get the unscented transformation used for the measurement function.
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.
Protected Attributes
const unsigned int	N
	Size of the state space.
const unsigned int	W
	Size of the system noise space.
const unsigned int	V
	Size of the measurement noise space.
indii::ml::aux::GaussianPdf	p_Xtn_ytn
	$p(\mathcal{X}_n\,\|\,\mathbf{y}_{1:n})$ ; filter density over augmented state.
UnscentedKalmanFilterModel < T > *	model
	Model.
UnscentedTransformationModel < T > *	transitionModel
	Unscented transformation for transition function.
UnscentedTransformationModel < T > *	measurementModel
	Unscented transformation for measurement function.
UnscentedTransformation < T > *	transitionTransform
	Unscented transformation for transition function.
UnscentedTransformation < T > *	measurementTransform
	Unscented transformation for measurement function.

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

Create new unscented Kalman filter.

Parameters:

	model	Model to estimate.
	p_x0	$p(\mathbf{x}_0)$ ; prior over the initial state $\mathbf{x}(0)$ .

Definition at line 136 of file UnscentedKalmanFilter.hpp.

~UnscentedKalmanFilter ( ) [inline, virtual]

Destructor.

Definition at line 184 of file UnscentedKalmanFilter.hpp.

indii::ml::filter::UnscentedTransformation< T > * getTransitionTransformation ( ) [inline]

Get the unscented transformation used for the transition function.

This allows its parameters to be adjusted.

Definition at line 282 of file UnscentedKalmanFilter.hpp.

indii::ml::filter::UnscentedTransformation< T > * getMeasurementTransformation ( ) [inline]

Get the unscented transformation used for the measurement function.

This allows its parameters to be adjusted.

Definition at line 288 of file UnscentedKalmanFilter.hpp.

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 $t_{n+1}$ .