KalmanFilter
Public Member Functions | Protected Member Functions | List of all members
KalmanFilter< VECTOR, MATRIX, T1 > Class Template Referenceabstract

Public Member Functions

MATRIX getCurrentCovariance ()
 
VECTOR getCurrentEstimate ()
 
T1 getCurrentTime ()
 
 KalmanFilter (T1 initialTime, VECTOR initialEstimate, MATRIX initialCovariance, filterModel< VECTOR, MATRIX, T1 > *model)
 
virtual void predict (T1 timeUnitsForward)=0
 
virtual void update (VECTOR measurement)=0
 

Protected Member Functions

int getStateCount ()
 
int getSensorCount ()
 
MATRIX getTransitionJacobian (VECTOR v, T1 t)
 
MATRIX getMeasurementJacobian (VECTOR v, T1 t)
 
VECTOR transition (VECTOR t, T1 time)
 
VECTOR measure (VECTOR t, T1 time)
 
void setCurrentCovariance (MATRIX t)
 
void setCurrentTime (T1 t)
 
void setCurrentEstimate (VECTOR t)
 
MATRIX getProcessNoiseCovariance (VECTOR v, T1 t)
 
MATRIX getSensorNoiseCovariance (VECTOR v, T1 t)
 
MATRIX getProcessNoiseCovarianceSqrt (VECTOR v, T1 t)
 
MATRIX getSensorNoiseCovarianceSqrt (VECTOR v, T1 t)
 

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