otEKF Class Reference
[Extended Kalman Filter, Extended Kalman Filter]

Extended Kalman Filter.

#include <otEKF.h>

Public Member Functions
	otEKF ()
void	create (otMatrix &XInit, otMatrix &P, otMatrix &Q, otMatrix &R, bool(*bNonlinearUpdateX)(otMatrix &, otMatrix &, otMatrix &), bool(*bNonlinearUpdateY)(otMatrix &, otMatrix &, otMatrix &), bool(*bCalcJacobianF)(otMatrix &, otMatrix &, otMatrix &), bool(*bCalcJacobianH)(otMatrix &, otMatrix &, otMatrix &))
void	vReset (otMatrix &XInit, otMatrix &P, otMatrix &Q, otMatrix &R)
bool	bUpdate (otMatrix &Y, otMatrix &U)
otMatrix	GetX ()
otMatrix	GetY ()
otMatrix	GetP ()
otMatrix	GetErr ()
void	close ()
Protected Attributes
bool(*	bNonlinearUpdateX )(otMatrix &X_dot, otMatrix &X, otMatrix &U)
bool(*	bNonlinearUpdateY )(otMatrix &Y_Est, otMatrix &X, otMatrix &U)
bool(*	bCalcJacobianF )(otMatrix &F, otMatrix &X, otMatrix &U)
bool(*	bCalcJacobianH )(otMatrix &H, otMatrix &X, otMatrix &U)

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Constructor & Destructor Documentation

otEKF.otEKF (   )

Create the class

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Member Function Documentation

bool otEKF.bUpdate (  otMatrix &  Y, otMatrix &  U )

Run once every sampling time

void otEKF.close (   )

void otEKF.create (  otMatrix &  XInit, otMatrix &  P, otMatrix &  Q, otMatrix &  R, bool(*)(otMatrix &, otMatrix &, otMatrix &)  bNonlinearUpdateX, bool(*)(otMatrix &, otMatrix &, otMatrix &)  bNonlinearUpdateY, bool(*)(otMatrix &, otMatrix &, otMatrix &)  bCalcJacobianF, bool(*)(otMatrix &, otMatrix &, otMatrix &)  bCalcJacobianH )

Initialization: x(k=0|k=0) = Expected value of x at time-0 (i.e. x(k=0)), typically set to zero. P (k=0|k=0) = Identity matrix * covariant(P(k=0)), typically initialized with some big number. Q, R = Covariance matrices of process & measurement. As this implementation the noise as AWGN (and same value for every variable), this is set to Q=diag(QInit,...,QInit) and R=diag(RInit,...,RInit).

otMatrix otEKF.GetErr (   )

otMatrix otEKF.GetP (   )

Return Predicted state estimate

otMatrix otEKF.GetX (   )

otMatrix otEKF.GetY (   )

void otEKF.vReset (  otMatrix &  XInit, otMatrix &  P, otMatrix &  Q, otMatrix &  R )

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Field Documentation

bool(* otEKF.bCalcJacobianF)(otMatrix &F, otMatrix &X, otMatrix &U) [protected]

bool(* otEKF.bCalcJacobianH)(otMatrix &H, otMatrix &X, otMatrix &U) [protected]

bool(* otEKF.bNonlinearUpdateX)(otMatrix &X_dot, otMatrix &X, otMatrix &U) [protected]

bool(* otEKF.bNonlinearUpdateY)(otMatrix &Y_Est, otMatrix &X, otMatrix &U) [protected]

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

• otEKF.h

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