The C++ implementation of the unscented Kalman Filter. More...
#include <unscented_kalman_filter.h>
Public Member Functions | |
UnscentedKalmanFilter (FilterModel *filter_model) | |
Constructor. | |
void | Filter (const State &x, const vnl_matrix< double > &p, const std::vector< double > &z, State &x_new, vnl_matrix< double > &p_new, double &dNormMSE) |
Does the one filter step. |
The C++ implementation of the unscented Kalman Filter.
UnscentedKalmanFilter::UnscentedKalmanFilter | ( | FilterModel * | filter_model | ) |
Constructor.
filter_model | The UKF is initialized with a filter model that defines the observation and transition functions. Also required are the noise parameters. |
void UnscentedKalmanFilter::Filter | ( | const State & | x, | |
const vnl_matrix< double > & | p, | |||
const std::vector< double > & | z, | |||
State & | x_new, | |||
vnl_matrix< double > & | p_new, | |||
double & | dNormMSE | |||
) |
Does the one filter step.
[in] | x | Current state vector |
[in] | p | Current convariance matrix of the stateal and it |
[in] | z | The signal interpolated at the current position |
[out] | x_new | Updated state |
[out] | p_new | Updated covariance |
[out] | The | normalized mean squared reconstruction error |