KalmanFilter Class Reference

#include <KalmanFilter.h>

Inheritance diagram for KalmanFilter:

[legend]Collaboration diagram for KalmanFilter:

[legend]List of all members.


Public Member Functions
	KalmanFilter ()
	KalmanFilter (Matrix &_covariance, Matrix &_kalmanGain)
	~KalmanFilter ()
virtual void	PropagateState ()
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 ))
virtual void	EstimateState ()
Matrix	GetCovarianceMatrix ()
Matrix	GetKalmanGainMatrix ()
Matrix	GetSystemProcessNoiseMatrix ()
Matrix	GetMeasurementCovarianceMatrix ()
Matrix	GetStateJacobianMatrix ()
Matrix	GetMeasurementJacobianMatrix ()
virtual Vector	GetEstimatedMeasurements ()
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 Attributes
Matrix	m_covariance
Matrix	m_kalmanGain
double	m_timeOfEstimate
double	m_timeOfMeasurements
Vector	m_states
Vector	m_controls
Vector	m_measurements
Vector	m_parameters
Private Attributes
void(*	ptr_statePropagteFunc )(KalmanFilter *)
void(*	ptr_covariancePropagateFunc )(KalmanFilter *)
void(*	ptr_kalmanGainCalculationFunc )(KalmanFilter *)
void(*	ptr_stateMeasurementUpdateFunc )(KalmanFilter *)
void(*	ptr_covarianceMeasurementUpdateFunc )(KalmanFilter *)
Matrix(*	ptr_systemProcessNoiseMatrix )(KalmanFilter *)
Matrix(*	ptr_measurementCovarianceMatrix )(KalmanFilter *)
Matrix(*	ptr_stateJacobianMatrix )(KalmanFilter *)
Matrix(*	ptr_measurementJacobianMatrix )(KalmanFilter *)

Constructor & Destructor Documentation

KalmanFilter::KalmanFilter ( )

Default constructor
Definition at line 20 of file KalmanFilter.cpp.
References Fmatrix(), Hmatrix(), LKFCalcualteKalmanGain(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), LKFStateMeasurementUpdate(), LKFStatePropagator(), Qmatrix(), Rmatrix(), SetCovarianceMeasurementUpdate(), SetCovariancePropagator(), SetKalmanGainCalculation(), SetMeasurementCovarianceMatrix(), SetMeasurementJacobianMatrix(), SetStateJacobianMatrix(), SetStateMeasurementUpdate(), SetStatePropagator(), and SetSystemProcessNoiseMatrix().

KalmanFilter::KalmanFilter ( Matrix & _covariance,

Matrix & _kalmanGain

)

Kalman data constructor
Definition at line 35 of file KalmanFilter.cpp.
References Fmatrix(), Hmatrix(), LKFCalcualteKalmanGain(), LKFCovarianceMatrixPropagator(), LKFCovarianceMeasurementUpdate(), LKFStateMeasurementUpdate(), LKFStatePropagator(), O_SESSAME::Matrix, Qmatrix(), Rmatrix(), SetCovarianceMatrix(), SetCovarianceMeasurementUpdate(), SetCovariancePropagator(), SetKalmanGainCalculation(), SetKalmanGainMatrix(), SetMeasurementCovarianceMatrix(), SetMeasurementJacobianMatrix(), SetStateJacobianMatrix(), SetStateMeasurementUpdate(), SetStatePropagator(), and SetSystemProcessNoiseMatrix().

KalmanFilter::~KalmanFilter ( )

Deconstructor
Definition at line 53 of file KalmanFilter.cpp.

Member Function Documentation

void KalmanFilter::CalculateKalmanGain ( )

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

void KalmanFilter::EstimateState ( ) [virtual]

Estimate the state using the last state estimate and the current measurements
Implements SequentialFilter.
Reimplemented in ExtendedKalmanFilter, and IteratedExtendedKalmanFilter.
Definition at line 64 of file KalmanFilter.cpp.
References CalculateKalmanGain(), MeasurementUpdateCovariance(), MeasurementUpdateState(), PropagateCovariance(), and PropagateState().
Referenced by main().

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]

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().

virtual Vector KalmanFilter::GetEstimatedMeasurements ( ) [inline, virtual]

Gets the current measurement Jacobian matrix
Reimplemented in ExtendedKalmanFilter.
Definition at line 111 of file KalmanFilter.h.
References ptr_measurementJacobianMatrix, and O_SESSAME::Vector.
Referenced by LKFStateMeasurementUpdate().

Matrix KalmanFilter::GetKalmanGainMatrix ( ) [virtual]

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 ( )

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

Matrix KalmanFilter::GetMeasurementJacobianMatrix ( )

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().

Matrix KalmanFilter::GetStateJacobianMatrix ( )

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 ( )

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 ( )

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

void KalmanFilter::MeasurementUpdateState ( )

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

void KalmanFilter::PropagateCovariance ( )

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

void KalmanFilter::PropagateState ( ) [virtual]

Executes the state propagation function
Reimplemented in ExtendedKalmanFilter.
Definition at line 76 of file KalmanFilter.cpp.
References ptr_statePropagteFunc.
Referenced by 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]

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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]

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

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

Matrix KalmanFilter::m_kalmanGain [protected]

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

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.

void(* KalmanFilter::ptr_covarianceMeasurementUpdateFunc)(KalmanFilter *) [private]

A function pointer to the state covariance measurement update function
Referenced by MeasurementUpdateCovariance(), and SetCovarianceMeasurementUpdate().

void(* KalmanFilter::ptr_covariancePropagateFunc)(KalmanFilter *) [private]

A function pointer to the state covariance propagation function
Referenced by PropagateCovariance(), and SetCovariancePropagator().

void(* KalmanFilter::ptr_kalmanGainCalculationFunc)(KalmanFilter *) [private]

A function pointer to the Kalman gain calculation function
Referenced by CalculateKalmanGain(), and SetKalmanGainCalculation().

Matrix(* KalmanFilter::ptr_measurementCovarianceMatrix)(KalmanFilter *) [private]

A function pointer to the measurement covariance matrix, R.
Referenced by SetMeasurementCovarianceMatrix().

Matrix(* KalmanFilter::ptr_measurementJacobianMatrix)(KalmanFilter *) [private]

A function pointer to the measurement jacobian matrix, H.
Referenced by GetEstimatedMeasurements(), and SetMeasurementJacobianMatrix().

Matrix(* KalmanFilter::ptr_stateJacobianMatrix)(KalmanFilter *) [private]

A function pointer to the state jacobian matrix, F.
Referenced by SetStateJacobianMatrix().

void(* KalmanFilter::ptr_stateMeasurementUpdateFunc)(KalmanFilter *) [private]

A function pointer to the state measurement update function
Referenced by MeasurementUpdateState(), and SetStateMeasurementUpdate().

void(* KalmanFilter::ptr_statePropagteFunc)(KalmanFilter *) [private]

A function pointer to the state propagation function
Referenced by PropagateState(), and SetStatePropagator().

Matrix(* KalmanFilter::ptr_systemProcessNoiseMatrix)(KalmanFilter *) [private]

A function pointer to the system process noise matrix,Q.
Referenced by SetSystemProcessNoiseMatrix().

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

KalmanFilter Class Reference

Public Member Functions

Protected Attributes

Private Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation