#include <ExtendedKalmanFilter.hpp>

Public Member Functions
	EKF ()

	~EKF ()

void	prediction (Eigen::Matrix< double, SIZE, 1 > f, Eigen::Matrix< double, SIZE, SIZE > J_F, Eigen::Matrix< double, SIZE, SIZE > Q)

template<unsigned int MEASUREMENT_SIZE>
Eigen::Matrix< double, MEASUREMENT_SIZE, 1 >	innovation (Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > p, Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > h)

template<unsigned int MEASUREMENT_SIZE>
Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE >	innovationCovariance (Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE > J_H, Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE > R)

template<unsigned int MEASUREMENT_SIZE>
void	update (Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE > J_H, Eigen::Matrix< double, SIZE, MEASUREMENT_SIZE > K, Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > y)

template<unsigned int MEASUREMENT_SIZE>
Eigen::Matrix< double, SIZE, MEASUREMENT_SIZE >	gain (Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE > J_H, Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE > S)

template<unsigned int MEASUREMENT_SIZE>
void	correction (Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > p, Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > h, Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE > J_H, Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE > R)

template<unsigned int MEASUREMENT_SIZE, unsigned int DEGREE_OF_FREEDOM>
bool	correctionChiSquare (const Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > &p, const Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE > &R, const Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > &h, const Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE > &J_H, float reject_threshold)

Public Attributes
EIGEN_MAKE_ALIGNED_OPERATOR_NEW Eigen::Matrix< double, SIZE, 1 >	x

Eigen::Matrix< double, SIZE, SIZE >	P

pose_ekf::ChiSquared *	chi_square

Constructor & Destructor Documentation

template<unsigned int SIZE>

ExtendedKalmanFilter::EKF< SIZE >::EKF ( )

inline

template<unsigned int SIZE>

ExtendedKalmanFilter::EKF< SIZE >::~EKF ( )

inline

Member Function Documentation

template<unsigned int SIZE>

template<unsigned int MEASUREMENT_SIZE>

void ExtendedKalmanFilter::EKF< SIZE >::correction	(	Eigen::Matrix< double, MEASUREMENT_SIZE, 1 >	p,
		Eigen::Matrix< double, MEASUREMENT_SIZE, 1 >	h,
		Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE >	J_H,
		Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE >	R
	)

inline

correction - a step that includes the innovation, gain and update steps into a single step p - observation h - observation model function J_H - jacobian observation model R - measurement noise covariance matrix

innovation

innovation covariance matrix

kalman gain

template<unsigned int SIZE>

template<unsigned int MEASUREMENT_SIZE, unsigned int DEGREE_OF_FREEDOM>

bool ExtendedKalmanFilter::EKF< SIZE >::correctionChiSquare	(	const Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > &	p,
		const Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE > &	R,
		const Eigen::Matrix< double, MEASUREMENT_SIZE, 1 > &	h,
		const Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE > &	J_H,
		float	reject_threshold
	)

inline

template<unsigned int SIZE>

template<unsigned int MEASUREMENT_SIZE>

Eigen::Matrix<double, SIZE, MEASUREMENT_SIZE> ExtendedKalmanFilter::EKF< SIZE >::gain	(	Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE >	J_H,
		Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE >	S
	)

inline

calculates the gain J_H - jacobian observation model

template<unsigned int SIZE>

template<unsigned int MEASUREMENT_SIZE>

Eigen::Matrix<double, MEASUREMENT_SIZE, 1> ExtendedKalmanFilter::EKF< SIZE >::innovation	(	Eigen::Matrix< double, MEASUREMENT_SIZE, 1 >	p,
		Eigen::Matrix< double, MEASUREMENT_SIZE, 1 >	h
	)

inline

innovation step, p - observation h - observation model function

template<unsigned int SIZE>

template<unsigned int MEASUREMENT_SIZE>

Eigen::Matrix<double, MEASUREMENT_SIZE, MEASUREMENT_SIZE> ExtendedKalmanFilter::EKF< SIZE >::innovationCovariance	(	Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE >	J_H,
		Eigen::Matrix< double, MEASUREMENT_SIZE, MEASUREMENT_SIZE >	R
	)

inline

innovation covariance step, p - observation h - observation model function J_H - jacobian observation model R - measurement noise covariance matrix

template<unsigned int SIZE>

void ExtendedKalmanFilter::EKF< SIZE >::prediction	(	Eigen::Matrix< double, SIZE, 1 >	f,
		Eigen::Matrix< double, SIZE, SIZE >	J_F,
		Eigen::Matrix< double, SIZE, SIZE >	Q
	)

inline

prediction step f - state transition Q - process noise covariance matrix, J_F - Jacobian of the state transition

template<unsigned int SIZE>

template<unsigned int MEASUREMENT_SIZE>

void ExtendedKalmanFilter::EKF< SIZE >::update	(	Eigen::Matrix< double, MEASUREMENT_SIZE, SIZE >	J_H,
		Eigen::Matrix< double, SIZE, MEASUREMENT_SIZE >	K,
		Eigen::Matrix< double, MEASUREMENT_SIZE, 1 >	y
	)

inline

update step, J_H - jacobian observation model y - innovation K - gain

Member Data Documentation

template<unsigned int SIZE>

pose_ekf::ChiSquared* ExtendedKalmanFilter::EKF< SIZE >::chi_square

fault detection libary

template<unsigned int SIZE>

Eigen::Matrix<double, SIZE, SIZE> ExtendedKalmanFilter::EKF< SIZE >::P

covariance matrix

template<unsigned int SIZE>

EIGEN_MAKE_ALIGNED_OPERATOR_NEW Eigen::Matrix<double,SIZE,1> ExtendedKalmanFilter::EKF< SIZE >::x

what is this line state estimate

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

/build/rock-master-18.09-slam-pose-ekf-0.20121031/src/ExtendedKalmanFilter.hpp

Public Member Functions

Public Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation