IteratedExtendedKalmanFilterHistory Class Reference

#include <IteratedExtendedKalmanFilterHistory.h>

Inheritance diagram for IteratedExtendedKalmanFilterHistory:

[legend]Collaboration diagram for IteratedExtendedKalmanFilterHistory:

[legend]List of all members.

Detailed Description

Provides functionality beyond KalmanFilterHistory to store the number of iterations at each time-step.

Definition at line 27 of file IteratedExtendedKalmanFilterHistory.h.

Public Member Functions

IteratedExtendedKalmanFilterHistory (IteratedExtendedKalmanFilter *_ptr_filter)

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

virtual ~IteratedExtendedKalmanFilterHistory ()

void AppendHistory (const double &_appendTime)

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

void AppendHistory (const ssfTime &_appendTime)

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

Vector GetIterationHistory ()

Returns a matrix of the filter's iteration 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 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< Matrix > m_kfCovarianceHistory

internal vector container of covariance matrices, P.

vector< Matrix > m_kfKalmanGainHistory

internal vector container of Kalman gain matrices, K.

SequentialFilter * m_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

Private Attributes

vector< int > m_iekfIterationHistory

internal vector container of the number of iterations used in the measurement update.

Constructor & Destructor Documentation

IteratedExtendedKalmanFilterHistory::IteratedExtendedKalmanFilterHistory ( IteratedExtendedKalmanFilter * _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 IteratedExtendedKalmanFilterHistory.cpp.
References HISTORY_RESERVE_SIZE, SequentialFilterHistory::InitializeSequentialFilterHistory(), and m_iekfIterationHistory.

virtual IteratedExtendedKalmanFilterHistory::~IteratedExtendedKalmanFilterHistory ( ) [inline, virtual]

Definition at line 31 of file IteratedExtendedKalmanFilterHistory.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 IteratedExtendedKalmanFilterHistory::AppendHistory ( const ssfTime & _appendTime ) [virtual]

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 KalmanFilterHistory.
Definition at line 59 of file IteratedExtendedKalmanFilterHistory.cpp.
References KalmanFilterHistory::AppendHistory(), SequentialFilter::GetNumIterations(), and m_iekfIterationHistory.

void IteratedExtendedKalmanFilterHistory::AppendHistory ( const double & _appendTime ) [virtual]

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 KalmanFilterHistory.
Definition at line 43 of file IteratedExtendedKalmanFilterHistory.cpp.

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().

Vector IteratedExtendedKalmanFilterHistory::GetIterationHistory ( ) [virtual]

Returns a matrix of the filter's iteration history.

Returns:
This function returns a Vector of iteration counts.

Reimplemented from SequentialFilterHistory.
Definition at line 76 of file IteratedExtendedKalmanFilterHistory.cpp.
References CAMdoubleVector::initialize(), m_iekfIterationHistory, O_SESSAME::MatrixIndexBase, and 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 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<int> IteratedExtendedKalmanFilterHistory::m_iekfIterationHistory [private]

internal vector container of the number of iterations used in the measurement update.

Definition at line 42 of file IteratedExtendedKalmanFilterHistory.h.
Referenced by AppendHistory(), GetIterationHistory(), and IteratedExtendedKalmanFilterHistory().

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:

Generated on Wed Sep 5 12:54:40 2007 for DSACSS Operational Code by

1.3.9.1


Public Member Functions
	IteratedExtendedKalmanFilterHistory (IteratedExtendedKalmanFilter *_ptr_filter)
	Only one constructor. (No empty constructor.) Builds an empty history for the filter instance passed in as a pointer.
virtual	~IteratedExtendedKalmanFilterHistory ()
void	AppendHistory (const double &_appendTime)
	Add the filters's data, which occured at a time in seconds, to the history.
void	AppendHistory (const ssfTime &_appendTime)
	Add the filters's data, which occured at a time in ssfTime form, to the history.
Vector	GetIterationHistory ()
	Returns a matrix of the filter's iteration 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 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< Matrix >	m_kfCovarianceHistory
	internal vector container of covariance matrices, P.
vector< Matrix >	m_kfKalmanGainHistory
	internal vector container of Kalman gain matrices, K.
SequentialFilter *	m_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
Private Attributes
vector< int >	m_iekfIterationHistory
	internal vector container of the number of iterations used in the measurement update.