ExtendedKalmanFilter Class Reference

#include <ExtendedKalmanFilter.h>

Inheritance diagram for ExtendedKalmanFilter:

[legend]Collaboration diagram for ExtendedKalmanFilter:

[legend]List of all members.


Public Member Functions
	ExtendedKalmanFilter ()
	ExtendedKalmanFilter (double propStepSize)
virtual	~ExtendedKalmanFilter ()
void	SetStateRHS (Vector(*stateRHSFunc)(double time, Vector states, Vector controls, Vector params))
void	SetMeasurementRHS (Vector(measurementRHSFunc)(ExtendedKalmanFilter ))
void	SetPropagationStepSize (double stepSize)
void	SetNonlinearStatePropagator (void(statePropagateFunc)(ExtendedKalmanFilter ))
virtual void	EstimateState ()
Vector	GetStateDot (double t, Vector states, Vector controls, Vector params)
double	GetPropagationStepSize ()
Vector	GetEstimatedMeasurements ()
void	PropagateCovariance ()
void	CalculateKalmanGain ()
void	MeasurementUpdateState ()
void	MeasurementUpdateCovariance ()
void	SetCovarianceMatrix (Matrix &_covariance)
void	SetKalmanGainMatrix (Matrix &_kalmanGain)
void	SetStatePropagator (void(statePropagateFunc)(KalmanFilter ))
void	SetCovariancePropagator (void(covariancePropagateFunc)(KalmanFilter ))
void	SetKalmanGainCalculation (void(kalmanGainCalculationFunc)(KalmanFilter ))
void	SetStateMeasurementUpdate (void(stateMeasurementUpdateFunc)(KalmanFilter ))
void	SetCovarianceMeasurementUpdate (void(covarianceMeasurementUpdateFunc)(KalmanFilter ))
void	SetSystemProcessNoiseMatrix (Matrix(systemProcessNoiseMatrix)(KalmanFilter ))
void	SetMeasurementCovarianceMatrix (Matrix(measurementCovarianceMatrix)(KalmanFilter ))
void	SetStateJacobianMatrix (Matrix(stateJacobianMatrix)(KalmanFilter ))
void	SetMeasurementJacobianMatrix (Matrix(measurementJacobianMatrix)(KalmanFilter ))
Matrix	GetCovarianceMatrix ()
Matrix	GetKalmanGainMatrix ()
Matrix	GetSystemProcessNoiseMatrix ()
Matrix	GetMeasurementCovarianceMatrix ()
Matrix	GetStateJacobianMatrix ()
Matrix	GetMeasurementJacobianMatrix ()
void	SetTimeOfEstimate (double &_timeOfEstimate)
void	SetTimeOfMeasurements (double &_timeOfMeasurements)
void	SetStateVector (Vector &_states)
void	SetControlVector (Vector &_controls)
void	SetMeasurementVector (Vector &_measurements)
void	SetParameterVector (Vector &_parameters)
double	GetTimeOfEstimate ()
double	GetTimeOfMeasurements ()
double	GetTimeStep ()
Vector	GetStateVector ()
Vector	GetControlVector ()
Vector	GetMeasurementVector ()
Vector	GetParameterVector ()
virtual int	GetNumIterations ()
Protected Member Functions
void	PropagateState ()
Protected Attributes
Vector(*	ptr_stateRHSFunc )(double time, Vector states, Vector controls, Vector params)
Vector(*	ptr_measurementRHSFunc )(ExtendedKalmanFilter *)
void(*	ptr_nonlinearStatePropagator )(ExtendedKalmanFilter *)
double	m_propagationStepSize
Matrix	m_covariance
Matrix	m_kalmanGain
double	m_timeOfEstimate
double	m_timeOfMeasurements
Vector	m_states
Vector	m_controls
Vector	m_measurements
Vector	m_parameters

Constructor & Destructor Documentation

ExtendedKalmanFilter::ExtendedKalmanFilter ( )

Default constructor
Definition at line 19 of file ExtendedKalmanFilter.cpp.
References DEFAULT_PROPAGATION_STEP_SIZE, EKFStatePropagator(), Fmatrix(), Hmatrix(), LKFCalcualteKalmanGain(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), LKFStateMeasurementUpdate(), Qmatrix(), Rmatrix(), KalmanFilter::SetCovarianceMeasurementUpdate(), KalmanFilter::SetCovariancePropagator(), KalmanFilter::SetKalmanGainCalculation(), KalmanFilter::SetMeasurementCovarianceMatrix(), KalmanFilter::SetMeasurementJacobianMatrix(), SetNonlinearStatePropagator(), SetPropagationStepSize(), KalmanFilter::SetStateJacobianMatrix(), KalmanFilter::SetStateMeasurementUpdate(), and KalmanFilter::SetSystemProcessNoiseMatrix().

ExtendedKalmanFilter::ExtendedKalmanFilter ( double propStepSize )

Constructor
Definition at line 35 of file ExtendedKalmanFilter.cpp.
References EKFStatePropagator(), Fmatrix(), Hmatrix(), LKFCalcualteKalmanGain(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), LKFStateMeasurementUpdate(), Qmatrix(), Rmatrix(), KalmanFilter::SetCovarianceMeasurementUpdate(), KalmanFilter::SetCovariancePropagator(), KalmanFilter::SetKalmanGainCalculation(), KalmanFilter::SetMeasurementCovarianceMatrix(), KalmanFilter::SetMeasurementJacobianMatrix(), SetNonlinearStatePropagator(), SetPropagationStepSize(), KalmanFilter::SetStateJacobianMatrix(), KalmanFilter::SetStateMeasurementUpdate(), and KalmanFilter::SetSystemProcessNoiseMatrix().

ExtendedKalmanFilter::~ExtendedKalmanFilter ( ) [virtual]

Deconstructor
Definition at line 52 of file ExtendedKalmanFilter.cpp.

Member Function Documentation

void KalmanFilter::CalculateKalmanGain ( ) [inherited]

Executes the Kalman gain calculation function
Definition at line 78 of file KalmanFilter.cpp.
References KalmanFilter::ptr_kalmanGainCalculationFunc.
Referenced by KalmanFilter::EstimateState(), IteratedExtendedKalmanFilter::EstimateState(), and EstimateState().

void ExtendedKalmanFilter::EstimateState ( ) [virtual]

Estimate the state with current filter information
Reimplemented from KalmanFilter.
Reimplemented in IteratedExtendedKalmanFilter.
Definition at line 59 of file ExtendedKalmanFilter.cpp.
References KalmanFilter::CalculateKalmanGain(), KalmanFilter::MeasurementUpdateCovariance(), KalmanFilter::MeasurementUpdateState(), KalmanFilter::PropagateCovariance(), and PropagateState().
Referenced by main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

Vector SequentialFilter::GetControlVector ( ) [inherited]

Gets the control vector.
Definition at line 24 of file SequentialFilter.cpp.
References O_SESSAME::Vector.
Referenced by SequentialFilterHistory::AppendHistory(), SequentialFilterHistory::GetHistory(), LKFCovarianceMatrixPropagator(), LKFStateMeasurementUpdate(), LKFStatePropagator(), param_Euler_Ematrix(), and RungeKuttaSolve().

Matrix KalmanFilter::GetCovarianceMatrix ( ) [virtual, inherited]

Gets the current state covairance matrix
Implements SequentialFilter.
Definition at line 56 of file KalmanFilter.cpp.
References O_SESSAME::Matrix.
Referenced by LKFCalcualteKalmanGain(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), and LKFStateMeasurementUpdate().

Vector ExtendedKalmanFilter::GetEstimatedMeasurements ( ) [virtual]

Gets the current estimated measurements
Reimplemented from KalmanFilter.
Definition at line 55 of file ExtendedKalmanFilter.cpp.
References O_SESSAME::Vector.

Matrix KalmanFilter::GetKalmanGainMatrix ( ) [virtual, inherited]

Gets the current Kalman gain matrix
Implements SequentialFilter.
Definition at line 57 of file KalmanFilter.cpp.
References O_SESSAME::Matrix.
Referenced by LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), and LKFStateMeasurementUpdate().

Matrix KalmanFilter::GetMeasurementCovarianceMatrix ( ) [inherited]

Gets the current measurement covairance matrix
Definition at line 60 of file KalmanFilter.cpp.
References O_SESSAME::Matrix.
Referenced by LKFCalcualteKalmanGain().

Matrix KalmanFilter::GetMeasurementJacobianMatrix ( ) [inherited]

Gets the current measurement Jacobian matrix
Definition at line 62 of file KalmanFilter.cpp.
References O_SESSAME::Matrix.
Referenced by LKFCalcualteKalmanGain(), LKFCovarianceMeasurementUpdate(), and LKFStateMeasurementUpdate().

Vector SequentialFilter::GetMeasurementVector ( ) [inherited]

Gets the measurement vector.
Definition at line 27 of file SequentialFilter.cpp.
References O_SESSAME::Vector.
Referenced by ab_Hmatrix(), ab_measurementRHSFunc(), SequentialFilterHistory::AppendHistory(), SequentialFilterHistory::GetHistory(), KalmanFilterHistory::GetKalmanHistory(), LKFCovarianceMatrixPropagator(), LKFStateMeasurementUpdate(), and LKFStatePropagator().

virtual int SequentialFilter::GetNumIterations ( ) [inline, virtual, inherited]

a bit of a hack.
Reimplemented in IteratedExtendedKalmanFilter.
Definition at line 78 of file SequentialFilter.h.
Referenced by IteratedExtendedKalmanFilterHistory::AppendHistory().

Vector SequentialFilter::GetParameterVector ( ) [inherited]

Gets the paramter vector.
Definition at line 30 of file SequentialFilter.cpp.
References O_SESSAME::Vector.
Referenced by ab_Fmatrix(), ab_Hmatrix(), ab_measurementRHSFunc(), SequentialFilterHistory::AppendHistory(), Att_Fmatrix(), Euler_Fmatrix(), SequentialFilterHistory::GetHistory(), LKFCovarianceMatrixPropagator(), LKFStateMeasurementUpdate(), LKFStatePropagator(), param_Euler_Ematrix(), RungeKuttaSolve(), and state_Euler_Fmatrix().

double ExtendedKalmanFilter::GetPropagationStepSize ( ) [inline]

Gets the propagation step size
Definition at line 62 of file ExtendedKalmanFilter.h.
Referenced by main(), and RungeKuttaSolve().

Vector ExtendedKalmanFilter::GetStateDot ( double t,

Vector states,

Vector controls,

Vector params

) [inline]

Gets the current 1st time derivative of the state
Definition at line 59 of file ExtendedKalmanFilter.h.
References O_SESSAME::Vector.
Referenced by main(), param_Euler_Ematrix(), and RungeKuttaSolve().

Matrix KalmanFilter::GetStateJacobianMatrix ( ) [inherited]

Gets the current state Jacobian matrix
Definition at line 61 of file KalmanFilter.cpp.
References O_SESSAME::Matrix.
Referenced by LKFCovarianceMatrixPropagator(), and LKFStatePropagator().

Vector SequentialFilter::GetStateVector ( ) [inherited]

Gets the state vector.
Definition at line 21 of file SequentialFilter.cpp.
References O_SESSAME::Vector.
Referenced by ab_Fmatrix(), ab_Hmatrix(), ab_measurementRHSFunc(), SequentialFilterHistory::AppendHistory(), Att_Fmatrix(), Att_measurementRHSFunc(), Euler_Fmatrix(), Euler_measurementRHSFunc(), SequentialFilterHistory::GetHistory(), KalmanFilterHistory::GetKalmanHistory(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), LKFStateMeasurementUpdate(), LKFStatePropagator(), main(), param_Euler_Ematrix(), DefaultObserver::Run(), AttitudeObserver::Run(), atterrbiasObserver::Run(), RungeKuttaSolve(), state_Euler_Fmatrix(), and state_Euler_measurementRHSFunc().

Matrix KalmanFilter::GetSystemProcessNoiseMatrix ( ) [inherited]

Gets the current system process noise matrix
Definition at line 59 of file KalmanFilter.cpp.
References O_SESSAME::Matrix.
Referenced by LKFCovarianceMatrixPropagator().

double SequentialFilter::GetTimeOfEstimate ( ) [inherited]

Gets the time of the stored estimate.
Definition at line 15 of file SequentialFilter.cpp.
Referenced by param_Euler_Ematrix(), and RungeKuttaSolve().

double SequentialFilter::GetTimeOfMeasurements ( ) [inherited]

Gets the time of the stored measurements.
Definition at line 18 of file SequentialFilter.cpp.
Referenced by RungeKuttaSolve().

double SequentialFilter::GetTimeStep ( ) [inline, inherited]

Gets the time step between the last state estimate and the current measurements.
Definition at line 60 of file SequentialFilter.h.
Referenced by LKFCovarianceMatrixPropagator(), and LKFStatePropagator().

void KalmanFilter::MeasurementUpdateCovariance ( ) [inherited]

Executes the state covariance measurement update function
Definition at line 80 of file KalmanFilter.cpp.
References KalmanFilter::ptr_covarianceMeasurementUpdateFunc.
Referenced by KalmanFilter::EstimateState(), IteratedExtendedKalmanFilter::EstimateState(), and EstimateState().

void KalmanFilter::MeasurementUpdateState ( ) [inherited]

Executes the state measurement update function
Definition at line 79 of file KalmanFilter.cpp.
References KalmanFilter::ptr_stateMeasurementUpdateFunc.
Referenced by KalmanFilter::EstimateState(), IteratedExtendedKalmanFilter::EstimateState(), and EstimateState().

void KalmanFilter::PropagateCovariance ( ) [inherited]

Executes the state covariance propagation function
Definition at line 77 of file KalmanFilter.cpp.
References KalmanFilter::ptr_covariancePropagateFunc.
Referenced by KalmanFilter::EstimateState(), IteratedExtendedKalmanFilter::EstimateState(), and EstimateState().

void ExtendedKalmanFilter::PropagateState ( ) [protected, virtual]

Executes the state propagation function
Reimplemented from KalmanFilter.
Definition at line 57 of file ExtendedKalmanFilter.cpp.
References ptr_nonlinearStatePropagator.
Referenced by IteratedExtendedKalmanFilter::EstimateState(), and EstimateState().

void SequentialFilter::SetControlVector ( Vector & _controls ) [inline, inherited]

Sets the control vector, u.
Definition at line 43 of file SequentialFilter.h.
References O_SESSAME::Vector.
Referenced by main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

void KalmanFilter::SetCovarianceMatrix ( Matrix & _covariance ) [inline, inherited]

Sets the state covariance matrix
Definition at line 55 of file KalmanFilter.h.
References KalmanFilter::m_covariance, and O_SESSAME::Matrix.
Referenced by DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), KalmanFilter::KalmanFilter(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), and main().

void KalmanFilter::SetCovarianceMeasurementUpdate ( void(*)(KalmanFilter *) covarianceMeasurementUpdateFunc ) [inline, inherited]

Sets the pointer to the state covariance measurement update function
Definition at line 73 of file KalmanFilter.h.
References KalmanFilter::ptr_covarianceMeasurementUpdateFunc.
Referenced by ExtendedKalmanFilter(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), and KalmanFilter::KalmanFilter().

void KalmanFilter::SetCovariancePropagator ( void(*)(KalmanFilter *) covariancePropagateFunc ) [inline, inherited]

Sets the pointer to the state covariance propagation function
Definition at line 64 of file KalmanFilter.h.
References KalmanFilter::ptr_covariancePropagateFunc.
Referenced by ExtendedKalmanFilter(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), and KalmanFilter::KalmanFilter().

void KalmanFilter::SetKalmanGainCalculation ( void(*)(KalmanFilter *) kalmanGainCalculationFunc ) [inline, inherited]

Sets the pointer to the Kalman gain calculation function
Definition at line 67 of file KalmanFilter.h.
References KalmanFilter::ptr_kalmanGainCalculationFunc.
Referenced by ExtendedKalmanFilter(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), and KalmanFilter::KalmanFilter().

void KalmanFilter::SetKalmanGainMatrix ( Matrix & _kalmanGain ) [inline, inherited]

Sets the Kalman gain matrix
Definition at line 58 of file KalmanFilter.h.
References KalmanFilter::m_kalmanGain, and O_SESSAME::Matrix.
Referenced by DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), KalmanFilter::KalmanFilter(), LKFCalcualteKalmanGain(), and main().

void KalmanFilter::SetMeasurementCovarianceMatrix ( Matrix(*)(KalmanFilter *) measurementCovarianceMatrix ) [inline, inherited]

Sets the pointer to the measurement covariance matrix function
Definition at line 79 of file KalmanFilter.h.
References O_SESSAME::Matrix, and KalmanFilter::ptr_measurementCovarianceMatrix.
Referenced by ExtendedKalmanFilter(), DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), KalmanFilter::KalmanFilter(), and main().

void KalmanFilter::SetMeasurementJacobianMatrix ( Matrix(*)(KalmanFilter *) measurementJacobianMatrix ) [inline, inherited]

Sets the pointer to the measurement Jacobian matrix function
Definition at line 85 of file KalmanFilter.h.
References O_SESSAME::Matrix, and KalmanFilter::ptr_measurementJacobianMatrix.
Referenced by ExtendedKalmanFilter(), DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), KalmanFilter::KalmanFilter(), and main().

void ExtendedKalmanFilter::SetMeasurementRHS ( Vector(*)(ExtendedKalmanFilter *) measurementRHSFunc ) [inline]

Set the pointer to the measurment RHS function
Definition at line 45 of file ExtendedKalmanFilter.h.
References ptr_measurementRHSFunc, and O_SESSAME::Vector.
Referenced by DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), and main().

void SequentialFilter::SetMeasurementVector ( Vector & _measurements ) [inline, inherited]

Sets the measurement vector, z.
Definition at line 46 of file SequentialFilter.h.
References O_SESSAME::Vector.
Referenced by main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

void ExtendedKalmanFilter::SetNonlinearStatePropagator ( void(*)(ExtendedKalmanFilter *) statePropagateFunc ) [inline]

Sets the nonlinear state propagation
Definition at line 51 of file ExtendedKalmanFilter.h.
References ptr_nonlinearStatePropagator.
Referenced by ExtendedKalmanFilter(), and IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter().

void SequentialFilter::SetParameterVector ( Vector & _parameters ) [inline, inherited]

Sets the parameter vector, w.
Definition at line 49 of file SequentialFilter.h.
References O_SESSAME::Vector.
Referenced by main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

void ExtendedKalmanFilter::SetPropagationStepSize ( double stepSize ) [inline]

Sets the propagation step size
Definition at line 48 of file ExtendedKalmanFilter.h.
References m_propagationStepSize.
Referenced by ExtendedKalmanFilter(), and IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter().

void KalmanFilter::SetStateJacobianMatrix ( Matrix(*)(KalmanFilter *) stateJacobianMatrix ) [inline, inherited]

Sets the pointer to the state Jacobian matrix function
Definition at line 82 of file KalmanFilter.h.
References O_SESSAME::Matrix, and KalmanFilter::ptr_stateJacobianMatrix.
Referenced by ExtendedKalmanFilter(), DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), KalmanFilter::KalmanFilter(), and main().

void KalmanFilter::SetStateMeasurementUpdate ( void(*)(KalmanFilter *) stateMeasurementUpdateFunc ) [inline, inherited]

Sets the pointer to the state measurement update function
Definition at line 70 of file KalmanFilter.h.
References KalmanFilter::ptr_stateMeasurementUpdateFunc.
Referenced by ExtendedKalmanFilter(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), and KalmanFilter::KalmanFilter().

void KalmanFilter::SetStatePropagator ( void(*)(KalmanFilter *) statePropagateFunc ) [inline, inherited]

Sets the pointer to the state propagation function
Definition at line 61 of file KalmanFilter.h.
References KalmanFilter::ptr_statePropagteFunc.
Referenced by KalmanFilter::KalmanFilter().

void ExtendedKalmanFilter::SetStateRHS ( Vector(*)(double time, Vector states, Vector controls, Vector params) stateRHSFunc ) [inline]

Sets the pointer to the state RHS function
Definition at line 42 of file ExtendedKalmanFilter.h.
References ptr_stateRHSFunc, and O_SESSAME::Vector.
Referenced by DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), and main().

void SequentialFilter::SetStateVector ( Vector & _states ) [inline, inherited]

Sets the state vector, x.
Definition at line 40 of file SequentialFilter.h.
References O_SESSAME::Vector.
Referenced by LKFStateMeasurementUpdate(), LKFStatePropagator(), main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

void KalmanFilter::SetSystemProcessNoiseMatrix ( Matrix(*)(KalmanFilter *) systemProcessNoiseMatrix ) [inline, inherited]

Sets the pointer to the system process noise matrix function
Definition at line 76 of file KalmanFilter.h.
References O_SESSAME::Matrix, and KalmanFilter::ptr_systemProcessNoiseMatrix.
Referenced by ExtendedKalmanFilter(), DefaultObserver::Initialize(), AttitudeObserver::Initialize(), atterrbiasObserver::Initialize(), IteratedExtendedKalmanFilter::IteratedExtendedKalmanFilter(), KalmanFilter::KalmanFilter(), and main().

void SequentialFilter::SetTimeOfEstimate ( double & _timeOfEstimate ) [inline, inherited]

Sets the time of the currently saved state estimate in seconds
Definition at line 34 of file SequentialFilter.h.
Referenced by main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

void SequentialFilter::SetTimeOfMeasurements ( double & _timeOfMeasurements ) [inline, inherited]

Sets the time when the measurements were taken, seconds
Definition at line 37 of file SequentialFilter.h.
Referenced by main(), DefaultObserver::Run(), AttitudeObserver::Run(), and atterrbiasObserver::Run().

Member Data Documentation

Vector SequentialFilter::m_controls [protected, inherited]

The vector of controls applied at t(k), u.
Definition at line 87 of file SequentialFilter.h.

Matrix KalmanFilter::m_covariance [protected, inherited]

The covariance matrix, P.
Definition at line 115 of file KalmanFilter.h.
Referenced by KalmanFilter::SetCovarianceMatrix().

Matrix KalmanFilter::m_kalmanGain [protected, inherited]

The Kalman Gain matrix, K.
Definition at line 116 of file KalmanFilter.h.
Referenced by KalmanFilter::SetKalmanGainMatrix().

Vector SequentialFilter::m_measurements [protected, inherited]

The vector of measurements at t(k), z.
Definition at line 88 of file SequentialFilter.h.

Vector SequentialFilter::m_parameters [protected, inherited]

The vector of system parameters, w.
Definition at line 89 of file SequentialFilter.h.

double ExtendedKalmanFilter::m_propagationStepSize [protected]

Definition at line 72 of file ExtendedKalmanFilter.h.
Referenced by SetPropagationStepSize().

Vector SequentialFilter::m_states [protected, inherited]

The vector of states; enters filter as $x_{k-1}^{+}$ and is incrementally updated to $x_{k}^{-}$ and finally $x_{k}^{+}$ .
Definition at line 86 of file SequentialFilter.h.

double SequentialFilter::m_timeOfEstimate [protected, inherited]

Time of the current state estimate, seconds.
Definition at line 84 of file SequentialFilter.h.

double SequentialFilter::m_timeOfMeasurements [protected, inherited]

Time when the measurements were taken, seconds.
Definition at line 85 of file SequentialFilter.h.

Vector(* ExtendedKalmanFilter::ptr_measurementRHSFunc)(ExtendedKalmanFilter *) [protected]

A function pointer to the measurement right-hand side file, $ z = h(x,u,w)$ .
Referenced by SetMeasurementRHS().

void(* ExtendedKalmanFilter::ptr_nonlinearStatePropagator)(ExtendedKalmanFilter *) [protected]

Referenced by PropagateState(), and SetNonlinearStatePropagator().

Vector(* ExtendedKalmanFilter::ptr_stateRHSFunc)(double time, Vector states, Vector controls, Vector params) [protected]

A function pointer to the (nonlinear) right-hand side function for the states, $\dot{x} = f(x,u,w)$ .
Referenced by SetStateRHS().

The documentation for this class was generated from the following files:

Generated on Wed Sep 5 12:54:39 2007 for DSACSS Operational Code by

1.3.9.1

ExtendedKalmanFilter Class Reference

Public Member Functions

Protected Member Functions

Protected Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation