KalmanFilter
Public Member Functions | List of all members
discreteDiscreteKalmanFilterSquareRoot< VECTOR, MATRIX > Class Template Reference
Inheritance diagram for discreteDiscreteKalmanFilterSquareRoot< VECTOR, MATRIX >:
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Collaboration diagram for discreteDiscreteKalmanFilterSquareRoot< VECTOR, MATRIX >:
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Public Member Functions

 discreteDiscreteKalmanFilterSquareRoot (int initialTime, VECTOR initialEstimate, MATRIX initialCovariance, filterModel< VECTOR, MATRIX, int > *model)
 
void predict (int timeUnitsForward)
 
void update (VECTOR measurement)
 
- Public Member Functions inherited from KalmanFilter< VECTOR, MATRIX, int >
MATRIX getCurrentCovariance ()
 
VECTOR getCurrentEstimate ()
 
int getCurrentTime ()
 
 KalmanFilter (int initialTime, VECTOR initialEstimate, MATRIX initialCovariance, filterModel< VECTOR, MATRIX, int > *model)
 

Additional Inherited Members

- Protected Member Functions inherited from KalmanFilter< VECTOR, MATRIX, int >
int getStateCount ()
 
int getSensorCount ()
 
MATRIX getTransitionJacobian (VECTOR v, int t)
 
MATRIX getMeasurementJacobian (VECTOR v, int t)
 
VECTOR transition (VECTOR t, int time)
 
VECTOR measure (VECTOR t, int time)
 
void setCurrentCovariance (MATRIX t)
 
void setCurrentTime (int t)
 
void setCurrentEstimate (VECTOR t)
 
MATRIX getProcessNoiseCovariance (VECTOR v, int t)
 
MATRIX getSensorNoiseCovariance (VECTOR v, int t)
 
MATRIX getProcessNoiseCovarianceSqrt (VECTOR v, int t)
 
MATRIX getSensorNoiseCovarianceSqrt (VECTOR v, int t)
 

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