indii::ml::filter::UnscentedKalmanFilterModel

UnscentedKalmanFilterModel Class Template Reference

Inheritance diagram for UnscentedKalmanFilterModel:

Inheritance graph
[legend]

List of all members.

Detailed Description

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

UnscentedKalmanFilter compatible model.

Author:
Lawrence Murray <lawrence@indii.org>
Version:
Rev
Date:
Date
Parameters:
T The type of time.
See also:
indii::ml::filter for general usage guidelines.

Definition at line 22 of file UnscentedKalmanFilterModel.hpp.


Public Member Functions

virtual ~UnscentedKalmanFilterModel ()=0
 Destructor.
virtual unsigned int getStateSize ()=0
 Get number of dimensions in state.
virtual
indii::ml::aux::GaussianPdf & 		getSystemNoise ()=0
 Get system noise.
virtual
indii::ml::aux::GaussianPdf & 		getMeasurementNoise ()=0
 Get measurement noise.
virtual
indii::ml::aux::vector 		transition (const indii::ml::aux::vector &x, const indii::ml::aux::vector &w, T delta)=0
 Propagate sample through the state transition function.
virtual
indii::ml::aux::vector 		measure (const indii::ml::aux::vector &x, const indii::ml::aux::vector &v)=0
 Propagate sample through the measurement function.

Constructor & Destructor Documentation

~UnscentedKalmanFilterModel (  )  [inline, pure virtual]

Destructor.

Definition at line 84 of file UnscentedKalmanFilterModel.hpp.

Member Function Documentation

virtual unsigned int getStateSize (  )  [pure virtual]

Get number of dimensions in state.

Returns:
Number of dimensions in state.

virtual indii::ml::aux::GaussianPdf& getSystemNoise (  )  [pure virtual]

Get system noise.

Returns:
$\mathbf{w}$; system noise.

virtual indii::ml::aux::GaussianPdf& getMeasurementNoise (  )  [pure virtual]

Get measurement noise.

Returns:
$\mathbf{v}$; measurement noise.

virtual indii::ml::aux::vector transition ( const indii::ml::aux::vector &  x,
const indii::ml::aux::vector &  w,
T  delta 
) [pure virtual]

Propagate sample through the state transition function.

Parameters:
x $\mathbf{x}^*$; state sample.
w $\mathbf{w}^*$; noise sample.
delta $\Delta t$; time step.
Returns:
$f(\mathbf{x}^*,\mathbf{w}^*,\Delta t)$; propagation of $\mathbf{x}^*$ through the transition function, given noise of $\mathbf{w}^*$.

virtual indii::ml::aux::vector measure ( const indii::ml::aux::vector &  x,
const indii::ml::aux::vector &  v 
) [pure virtual]

Propagate sample through the measurement function.

Parameters:
x $\mathbf{x}^*$; state sample.
v $\mathbf{v}^*$; noise sample.
Returns:
$g(\mathbf{x}^*,\mathbf{v}^*)$; propagation of $\mathbf{x}^*$ through the measurement function, given noise of $\mathbf{v}^*$.

Generated on Wed Dec 17 15:11:58 2008 for dysii Dynamical Systems Library by  doxygen 1.5.3