Boardcore::Kalman< T, N_size, P_size, M_size > Class Template Reference

Implementation of a generic Kalman filter using the Eigen library. More...

#include <Kalman.h>

Classes
struct	KalmanConfig
	Configuration struct for the Kalman class. More...

Public Types
using	MatrixNN = Eigen::Matrix<T, N_size, N_size>
using	MatrixPN = Eigen::Matrix<T, P_size, N_size>
using	MatrixNP = Eigen::Matrix<T, N_size, P_size>
using	MatrixPP = Eigen::Matrix<T, P_size, P_size>
using	MatrixNM = Eigen::Matrix<T, N_size, M_size>
using	CVectorN = Eigen::Vector<T, N_size>
using	CVectorP = Eigen::Vector<T, P_size>
using	CVectorM = Eigen::Vector<T, M_size>

Public Member Functions
	Kalman (const KalmanConfig &config)
	Creates a Kalman filter object.
void	setConfig (const KalmanConfig &config)
void	predict ()
	Prediction step with previous F matrix.
void	predictUpdateF (const MatrixNN &F_new)
	Prediction step.
void	predictWithControl (const CVectorM &control)
	Prediction step with previous F matrix and with the control vector.
void	predictWithControlUpdateF (const MatrixNN &F_new, const CVectorM &control)
	Prediction step.
bool	correct (const CVectorP &y)
	Correction step.
const CVectorN	getState ()
const CVectorP	getOutput ()
const CVectorP	getResidual ()
const CVectorN	predictState (uint32_t k)
	Predicts k steps ahead the state.
const CVectorP	predictOutput (uint32_t k)
	Predicts k steps ahead the output.

Detailed Description

template<typename T, int N_size, int P_size, int M_size = 1>
class Boardcore::Kalman< T, N_size, P_size, M_size >

Implementation of a generic Kalman filter using the Eigen library.

This class uses templates in order to know the size of each matrix at compile-time. This way we avoid Eigen to allocate memory dynamically.

Definition at line 37 of file Kalman.h.

Member Typedef Documentation

CVectorM

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::CVectorM = Eigen::Vector<T, M_size>

Definition at line 47 of file Kalman.h.

CVectorN

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::CVectorN = Eigen::Vector<T, N_size>

Definition at line 45 of file Kalman.h.

CVectorP

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::CVectorP = Eigen::Vector<T, P_size>

Definition at line 46 of file Kalman.h.

MatrixNM

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::MatrixNM = Eigen::Matrix<T, N_size, M_size>

Definition at line 44 of file Kalman.h.

MatrixNN

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::MatrixNN = Eigen::Matrix<T, N_size, N_size>

Definition at line 40 of file Kalman.h.

MatrixNP

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::MatrixNP = Eigen::Matrix<T, N_size, P_size>

Definition at line 42 of file Kalman.h.

MatrixPN

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::MatrixPN = Eigen::Matrix<T, P_size, N_size>

Definition at line 41 of file Kalman.h.

MatrixPP

template<typename T , int N_size, int P_size, int M_size = 1>

using Boardcore::Kalman< T, N_size, P_size, M_size >::MatrixPP = Eigen::Matrix<T, P_size, P_size>

Definition at line 43 of file Kalman.h.

Constructor & Destructor Documentation

Kalman()

template<typename T , int N_size, int P_size, int M_size = 1>

Boardcore::Kalman< T, N_size, P_size, M_size >::Kalman ( const KalmanConfig & config )

inline

Creates a Kalman filter object.

Parameters

config

Configuration parameters.

Definition at line 68 of file Kalman.h.

Member Function Documentation

correct()

template<typename T , int N_size, int P_size, int M_size = 1>

bool Boardcore::Kalman< T, N_size, P_size, M_size >::correct ( const CVectorP & y )

inline

Correction step.

Parameters

y	The measurement vector.

Definition at line 137 of file Kalman.h.

getOutput()

template<typename T , int N_size, int P_size, int M_size = 1>

const CVectorP Boardcore::Kalman< T, N_size, P_size, M_size >::getOutput ( )

inline

Returns

output vector

Definition at line 164 of file Kalman.h.

getResidual()

template<typename T , int N_size, int P_size, int M_size = 1>

const CVectorP Boardcore::Kalman< T, N_size, P_size, M_size >::getResidual ( )

inline

Returns

residual error vector

Definition at line 173 of file Kalman.h.

getState()

template<typename T , int N_size, int P_size, int M_size = 1>

const CVectorN Boardcore::Kalman< T, N_size, P_size, M_size >::getState ( )

inline

Returns

state vector

Definition at line 159 of file Kalman.h.

predict()

template<typename T , int N_size, int P_size, int M_size = 1>

void Boardcore::Kalman< T, N_size, P_size, M_size >::predict ( )

inline

Prediction step with previous F matrix.

Definition at line 92 of file Kalman.h.

predictOutput()

template<typename T , int N_size, int P_size, int M_size = 1>

const CVectorP Boardcore::Kalman< T, N_size, P_size, M_size >::predictOutput ( uint32_t k )

inline

Predicts k steps ahead the output.

Definition at line 191 of file Kalman.h.

predictState()

template<typename T , int N_size, int P_size, int M_size = 1>

const CVectorN Boardcore::Kalman< T, N_size, P_size, M_size >::predictState ( uint32_t k )

inline

Predicts k steps ahead the state.

Definition at line 178 of file Kalman.h.

predictUpdateF()

template<typename T , int N_size, int P_size, int M_size = 1>

void Boardcore::Kalman< T, N_size, P_size, M_size >::predictUpdateF ( const MatrixNN & F_new )

inline

Prediction step.

Parameters

F_new

updated F matrix.

Definition at line 103 of file Kalman.h.

predictWithControl()

template<typename T , int N_size, int P_size, int M_size = 1>

void Boardcore::Kalman< T, N_size, P_size, M_size >::predictWithControl ( const CVectorM & control )

inline

Prediction step with previous F matrix and with the control vector.

Definition at line 113 of file Kalman.h.

predictWithControlUpdateF()

template<typename T , int N_size, int P_size, int M_size = 1>

void Boardcore::Kalman< T, N_size, P_size, M_size >::predictWithControlUpdateF ( const MatrixNN & F_new, const CVectorM & control )

inline

Prediction step.

Parameters

F_new	updated F matrix.
control	Control vector.

Definition at line 125 of file Kalman.h.

setConfig()

template<typename T , int N_size, int P_size, int M_size = 1>

void Boardcore::Kalman< T, N_size, P_size, M_size >::setConfig ( const KalmanConfig & config )

inline

Definition at line 76 of file Kalman.h.

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

• src/shared/algorithms/Kalman/Kalman.h