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ExtendedKalmanFilterHistory Class Reference

#include <ExtendedKalmanFilterHistory.h>

Inheritance diagram for ExtendedKalmanFilterHistory:

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Collaboration diagram for ExtendedKalmanFilterHistory:

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List of all members.

Detailed Description

Currently provides no additional functionality beyond KalmanFilterHistory.

Definition at line 27 of file ExtendedKalmanFilterHistory.h.

Public Member Functions

 ExtendedKalmanFilterHistory ()
 ExtendedKalmanFilterHistory (SequentialFilter *_ptr_filter)
 Only one constructor. (No empty constructor.) Builds an empty history for the filter instance passed in as a pointer.
virtual ~ExtendedKalmanFilterHistory ()
virtual void AppendHistory (const double &_appendTime)
 Add the filters's data, which occured at a time in seconds, to the history.
virtual void AppendHistory (const ssfTime &_appendTime)
 Add the filters's data, which occured at a time in ssfTime form, to the history.
virtual vector< ssfTime
>::difference_type 
AppendHistory (const vector< ssfTime > &_appendTime)
 Add a vector of ssfTime objects to the stored history.
void ResetHistory ()
 Erases the sequential filters's struct history.
Matrix GetHistory ()
 Returns a matrix of the filter's basic history (no Kalman information).
void GetKalmanHistory (Matrix &_sfHistMatrix, Matrix &_kfHistMatrix)
virtual Vector GetIterationHistory ()
virtual void SetInterpolator (Interpolator *_newInterpolator)
 Returns the nearest stored,lower mesh point to the requested time. Sets the interpolator used for calculating the states in-between stored mesh points.

Protected Member Functions

void InitializeSequentialFilterHistory (SequentialFilter *_ptr_filter)
 Protected initializer function. A pseudo-constuctor for this abstract class, if you will. Takes a pointer to the filter being logged; called from dervied class constructor.
vector< ssfTime >::difference_type GetState (const ssfTime &_requestedTime)
 Returns the nearest stored,lower mesh point to the requested time.

Protected Attributes

vector< Matrixm_kfCovarianceHistory
 internal vector container of covariance matrices, P.
vector< Matrixm_kfKalmanGainHistory
 internal vector container of Kalman gain matrices, K.
SequentialFilterm_ptr_filter
 Pointer to the filter that the history is logging. Note that because this is a pointer to a base class it can be used to point to an instance of any derived class.
vector< ssfTime > m_TimeHistory
 internal vector container of the ssfTime objects describing the state history
Interpolator * m_OriginalInterpolator
 internal storage of the original, nominal interpolator to be copied and used for all interpolations
vector< Interpolator * > m_TimeInterpolations
 internal vector of time interpolations


Constructor & Destructor Documentation

ExtendedKalmanFilterHistory::ExtendedKalmanFilterHistory  )  [inline]
 

Definition at line 30 of file ExtendedKalmanFilterHistory.h.

ExtendedKalmanFilterHistory::ExtendedKalmanFilterHistory SequentialFilter _ptr_filter  ) 
 

Only one constructor. (No empty constructor.) Builds an empty history for the filter instance passed in as a pointer.

Definition at line 16 of file ExtendedKalmanFilterHistory.cpp.

References HISTORY_RESERVE_SIZE, and SequentialFilterHistory::InitializeSequentialFilterHistory().

virtual ExtendedKalmanFilterHistory::~ExtendedKalmanFilterHistory  )  [inline, virtual]
 

Definition at line 32 of file ExtendedKalmanFilterHistory.h.


Member Function Documentation

vector< ssfTime >::difference_type O_SESSAME::History::AppendHistory const vector< ssfTime > &  _appendTime  )  [virtual, inherited]
 

Add a vector of ssfTime objects to the stored history.

if the beginning of the new time vector is earlier than any of the stored values then the time history will be erased from the overlap point and the new time vector will be appended.

Parameters:
_appendTime vector of ssfTime objects to be appended.

Definition at line 40 of file History.cpp.

References O_SESSAME::History::m_TimeHistory.

void KalmanFilterHistory::AppendHistory const ssfTime _appendTime  )  [virtual, inherited]
 

Add the filters's data, which occured at a time in ssfTime form, to the history.

Appends the state at t=_appendTime. if the new state occured at a time that is earlier than any of the stored values then the time history will be erased from the overlap point and the new state will be appended.

Parameters:
_appendTime the ssfTime object specifying when the state occured, t.

Reimplemented from SequentialFilterHistory.

Reimplemented in IteratedExtendedKalmanFilterHistory.

Definition at line 56 of file KalmanFilterHistory.cpp.

References SequentialFilterHistory::AppendHistory(), SequentialFilter::GetCovarianceMatrix(), SequentialFilter::GetKalmanGainMatrix(), KalmanFilterHistory::m_kfCovarianceHistory, and KalmanFilterHistory::m_kfKalmanGainHistory.

void KalmanFilterHistory::AppendHistory const double &  _appendTime  )  [virtual, inherited]
 

Add the filters's data, which occured at a time in seconds, to the history.

Appends the state at t=_appendTime. if the new state occured at a time that is earlier than any of the stored values then the time history will be erased from the overlap point and the new state will be appended.

Parameters:
_appendTime time (in seconds) to be added, t.

Reimplemented from SequentialFilterHistory.

Reimplemented in IteratedExtendedKalmanFilterHistory.

Definition at line 40 of file KalmanFilterHistory.cpp.

Referenced by IteratedExtendedKalmanFilterHistory::AppendHistory(), and main().

Matrix KalmanFilterHistory::GetHistory  )  [virtual, inherited]
 

Returns a matrix of the filter's basic history (no Kalman information).

Returns:
This function returns a matrix in the form [t_k, state(t_k), control(t_k), measurement(t_k), parameter(t_k)]

Reimplemented from SequentialFilterHistory.

Definition at line 78 of file KalmanFilterHistory.cpp.

References SequentialFilterHistory::GetHistory(), and O_SESSAME::Matrix.

Referenced by main().

virtual Vector SequentialFilterHistory::GetIterationHistory  )  [inline, virtual, inherited]
 

Reimplemented in IteratedExtendedKalmanFilterHistory.

Definition at line 41 of file SequentialFilterHistory.h.

References O_SESSAME::Vector.

void KalmanFilterHistory::GetKalmanHistory Matrix _sfHistMatrix,
Matrix _kfHistMatrix
[virtual, inherited]
 

Returns basic and Kalman history data by reference.

Returns:
This function returns a void but passes the default history and additional Kalman Filter history information by reference in two separate matrices.
The first matrix has (num time steps) rows and is of the form [t_k, state(t_k), control(t_k), measurement(t_k), parameter(t_k)]. The second matrix has (num time steps)*(num states) rows and (num states + num measurements) columns; data is stored as [ P(t_k), K(t_k) ]. Note that each matrix takes up (num states) rows.

Implements SequentialFilterHistory.

Definition at line 100 of file KalmanFilterHistory.cpp.

References _, SequentialFilterHistory::GetHistory(), CAMvectorBase::getIndexBound(), SequentialFilter::GetMeasurementVector(), SequentialFilter::GetStateVector(), CAMdoubleMatrix::initialize(), KalmanFilterHistory::m_kfCovarianceHistory, KalmanFilterHistory::m_kfKalmanGainHistory, O_SESSAME::Matrix, and O_SESSAME::MatrixIndexBase.

Referenced by main().

vector< ssfTime >::difference_type O_SESSAME::History::GetState const ssfTime _requestedTime  )  [protected, inherited]
 

Returns the nearest stored,lower mesh point to the requested time.

interpolates using the specified interpolator if necessary.

Parameters:
_requestedTime Desired time to retrieve the state. Used to find the nearest corresponding lower mesh point.
Returns:
The index of the time history vector of the nearest, lower mesh point.

Reimplemented in O_SESSAME::AttitudeHistory, and O_SESSAME::OrbitHistory.

Definition at line 84 of file History.cpp.

References O_SESSAME::History::m_TimeHistory.

void SequentialFilterHistory::InitializeSequentialFilterHistory SequentialFilter _ptr_filter  )  [protected, inherited]
 

Protected initializer function. A pseudo-constuctor for this abstract class, if you will. Takes a pointer to the filter being logged; called from dervied class constructor.

Definition at line 17 of file SequentialFilterHistory.cpp.

References HISTORY_RESERVE_SIZE, SequentialFilterHistory::m_ptr_filter, SequentialFilterHistory::m_sfControlHistory, SequentialFilterHistory::m_sfMeasurementHistory, SequentialFilterHistory::m_sfParameterHistory, SequentialFilterHistory::m_sfStateHistory, and SequentialFilterHistory::ResetHistory().

Referenced by ExtendedKalmanFilterHistory(), IteratedExtendedKalmanFilterHistory::IteratedExtendedKalmanFilterHistory(), and KalmanFilterHistory::KalmanFilterHistory().

void KalmanFilterHistory::ResetHistory  )  [virtual, inherited]
 

Erases the sequential filters's struct history.

Reimplemented from SequentialFilterHistory.

Definition at line 71 of file KalmanFilterHistory.cpp.

void O_SESSAME::History::SetInterpolator Interpolator _newInterpolator  )  [virtual, inherited]
 

Returns the nearest stored,lower mesh point to the requested time. Sets the interpolator used for calculating the states in-between stored mesh points.

Parameters:
_newInterpolator pointer to the interpolator that serves as the model type for all the interpolations between meshpoints.

Definition at line 149 of file History.cpp.

References O_SESSAME::Interpolator::Clone(), and O_SESSAME::History::m_OriginalInterpolator.

Referenced by main().


Member Data Documentation

vector<Matrix> KalmanFilterHistory::m_kfCovarianceHistory [protected, inherited]
 

internal vector container of covariance matrices, P.

Definition at line 51 of file KalmanFilterHistory.h.

Referenced by KalmanFilterHistory::AppendHistory(), KalmanFilterHistory::GetKalmanHistory(), and KalmanFilterHistory::KalmanFilterHistory().

vector<Matrix> KalmanFilterHistory::m_kfKalmanGainHistory [protected, inherited]
 

internal vector container of Kalman gain matrices, K.

Definition at line 53 of file KalmanFilterHistory.h.

Referenced by KalmanFilterHistory::AppendHistory(), KalmanFilterHistory::GetKalmanHistory(), and KalmanFilterHistory::KalmanFilterHistory().

Interpolator* O_SESSAME::History::m_OriginalInterpolator [protected, inherited]
 

internal storage of the original, nominal interpolator to be copied and used for all interpolations

Definition at line 131 of file History.h.

Referenced by O_SESSAME::History::SetInterpolator().

SequentialFilter* SequentialFilterHistory::m_ptr_filter [protected, inherited]
 

Pointer to the filter that the history is logging. Note that because this is a pointer to a base class it can be used to point to an instance of any derived class.

Definition at line 52 of file SequentialFilterHistory.h.

Referenced by SequentialFilterHistory::AppendHistory(), SequentialFilterHistory::GetHistory(), and SequentialFilterHistory::InitializeSequentialFilterHistory().

vector<ssfTime> O_SESSAME::History::m_TimeHistory [protected, inherited]
 

internal vector container of the ssfTime objects describing the state history

Definition at line 128 of file History.h.

Referenced by O_SESSAME::History::AppendHistory(), O_SESSAME::History::GetHistory(), O_SESSAME::History::GetState(), O_SESSAME::History::History(), and O_SESSAME::History::ResetHistory().

vector<Interpolator*> O_SESSAME::History::m_TimeInterpolations [protected, inherited]
 

internal vector of time interpolations

Definition at line 134 of file History.h.

Referenced by O_SESSAME::History::History().


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