rl::math::Kalman Class Reference

#include <Kalman.h>

Public Member Functions
	Kalman ()
virtual	~Kalman ()

Static Public Member Functions
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Vector6 , typename Matrix7 >
static void	correct (const Vector1 &xPrior, const Matrix2 &pPrior, const Matrix3 &h, const Matrix4 &r, const Vector5 &z, Vector6 &xPost, Matrix7 &pPost)
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 >
static void	predict (const Vector1 &xPost, const Matrix2 &pPost, const Matrix3 &a, const Matrix4 &q, Vector5 &xPrior, Matrix6 &pPrior)
template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 , typename Vector7 , typename Matrix8 >
static void	predict (const Vector1 &xPost, const Matrix2 &pPost, const Matrix3 &a, const Matrix4 &b, const Vector5 &u, const Matrix6 &q, Vector7 &xPrior, Matrix8 &pPrior)

Constructor & Destructor Documentation

Kalman()

rl::math::Kalman::Kalman ( )

inline

~Kalman()

virtual rl::math::Kalman::~Kalman ( )

inlinevirtual

Member Function Documentation

correct()

template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Vector6 , typename Matrix7 >

static void rl::math::Kalman::correct ( const Vector1 &  xPrior, const Matrix2 &  pPrior, const Matrix3 &  h, const Matrix4 &  r, const Vector5 &  z, Vector6 &  xPost, Matrix7 &  pPost  )

inlinestatic

\[ K_{k} = P^{-}_{k} H^{T} \left( H P^{-}_{k} H^{T} + R \right)^{-1} \]

\[ \hat{x}_{k} = \hat{x}^{-}_{k} + K_{k} \left( z_{k} - H \hat{x}^{-}_{k} \right) \]

\[ P_{k} = \left( I - K_{k} H \right) P^{-}_{k} \]

Parameters

xPrior	\( \hat{x}^{-}_{k} \)
pPrior	\( P^{-}_{k} \)
h	\( H \)
r	\( R \)
z	\( z_{k} \)
xPost	\( \hat{x}_{k} \)
pPost	\( P_{k} \)

predict() [1/2]

template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 , typename Vector7 , typename Matrix8 >

static void rl::math::Kalman::predict ( const Vector1 &  xPost, const Matrix2 &  pPost, const Matrix3 &  a, const Matrix4 &  b, const Vector5 &  u, const Matrix6 &  q, Vector7 &  xPrior, Matrix8 &  pPrior  )

inlinestatic

\[ \hat{x}^{-}_{k} = A \hat{x}_{k - 1} + B u_{k - 1} \]

\[ P^{-}_{k} = A P_{k - 1} A^{T} + Q \]

Parameters

xPost	\( \hat{x}_{k - 1} \)
pPost	\( P_{k - 1} \)
a	\( A \)
b	\( B \)
u	\( U \)
q	\( Q \)
xPrior	\( \hat{x}^{-}_{k} \)
pPrior	\( P^{-}_{k} \)

predict() [2/2]

template<typename Vector1 , typename Matrix2 , typename Matrix3 , typename Matrix4 , typename Vector5 , typename Matrix6 >

static void rl::math::Kalman::predict ( const Vector1 &  xPost, const Matrix2 &  pPost, const Matrix3 &  a, const Matrix4 &  q, Vector5 &  xPrior, Matrix6 &  pPrior  )

inlinestatic

\[ \hat{x}^{-}_{k} = A \hat{x}_{k - 1} \]

\[ P^{-}_{k} = A P_{k - 1} A^{T} + Q \]

Parameters

xPost	\( \hat{x}_{k - 1} \)
pPost	\( P_{k - 1} \)
a	\( A \)
q	\( Q \)
xPrior	\( \hat{x}^{-}_{k} \)
pPrior	\( P^{-}_{k} \)

---

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

• rl/math/Kalman.h