QVUKF Class Reference
[Signal processing functionality]

Implementation of UKF filter. More...

#include <qvukf.h>

Public Member Functions
	QVUKF (double k=0.0, double alpha=0.5, double beta=2.0)
	QVUKF default constructor.
	QVUKF (const QVUKFstate &state)
	QVUKF copy constructor.
void	setState (const QVUKFstate &state)
	Method that fills the current state from a given QVUKFstate.
void	update (const QVMatrix &obs, QVFunction< QVVector, QVVector > &g, QVFunction< QVVector, QVVector > &h, const QVMatrix &Rt, const QVMatrix &Qt)
	Method that updates the current state, moving from X_k to X_k+1.
QVMatrix	getState () const
	Method that returns the current system state.
double	getDiscrepance () const
	Method that returns the discrepancy.

Detailed Description

Implementation of UKF filter.

This is an implementation of the general Unscented Kalman Filter, useful for non-linear filtering.

Definition at line 73 of file qvukf.h.

QVUKF default constructor.

Parameters:

QVUKF::QVUKF ( const QVUKFstate & state )

QVUKF copy constructor.

Parameters:

state

Definition at line 26 of file qvukf.cpp.

void QVUKF::setState ( const QVUKFstate & state )

Method that fills the current state from a given QVUKFstate.

Parameters:

state

QVUKFstate used to fill the current filter state (discrepancy is reset to 0).

Definition at line 38 of file qvukf.cpp.

void QVUKF::update	(	const QVMatrix &	obs,
		QVFunction< QVVector, QVVector > &	g,
		QVFunction< QVVector, QVVector > &	h,
		const QVMatrix &	Rt,
		const QVMatrix &	Qt
	)

Method that updates the current state, moving from X_k to X_k+1.

Parameters:

	obs	QVMatrix that contains an acquired observation.
	g	A functor that implements the dynamic model for a specific problem.
	h	A functor that implements how to propagate the observation according to the conditions of a specific problem.
	Rt	Multivariate Gaussian noise (0-mean) that will be added to the covariance matrix.
	Qt	Multivariate Gaussian noise (0-mean) that will be added to the predicted covariance matrix.

Definition at line 160 of file qvukf.cpp.

QVMatrix QVUKF::getState ( ) const

Method that returns the current system state.

Definition at line 45 of file qvukf.cpp.

double QVUKF::getDiscrepance ( ) const

Method that returns the discrepancy.

Definition at line 50 of file qvukf.cpp.

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