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 |
1.7.1