template<int StateSize, int MeasurementSize>
class ImFusion::KalmanFilter< StateSize, MeasurementSize >
Generic Kalman filter.
|
|
| KalmanFilter () |
| | Constructor.
|
| |
|
void | init (const Eigen::Matrix< double, StateSize, 1 > &x, const Eigen::Matrix< double, StateSize, StateSize > &P) |
| | Initializes the Kalman filter with an initial state estimate and an initial measurement covariance.
|
| |
|
Eigen::Matrix< double, StateSize, 1 > | getState () const |
| | Returns the state vector.
|
| |
|
void | setProcessNoiseCovariance (const Eigen::Matrix< double, StateSize, StateSize > &Q) |
| | Sets the process noise covariance.
|
| |
|
void | setMeasurementNoiseCovariance (const Eigen::Matrix< double, MeasurementSize, MeasurementSize > &R) |
| | Sets the measurement noise covariance.
|
| |
|
Eigen::Matrix< double, StateSize, 1 > & | update (const Eigen::Matrix< double, MeasurementSize, 1 > &measurement, const Eigen::Matrix< double, StateSize, StateSize > &F, const Eigen::Matrix< double, MeasurementSize, StateSize > &H) |
| | Linear Kalman filter prediction and correction step.
|
| |
|
Eigen::Matrix< double, StateSize, 1 > & | update (const Eigen::Matrix< double, StateSize, StateSize > &F, const Eigen::Matrix< double, MeasurementSize, StateSize > &H) |
| | Linear Kalman filter prediction step.
|
| |
|
template<typename StatePredictionFunc, typename MeasurementPredictionFunc> |
| Eigen::Matrix< double, StateSize, 1 > & | update (const Eigen::Matrix< double, MeasurementSize, 1 > &measurement, StatePredictionFunc f, MeasurementPredictionFunc h) |
| | Extended Kalman filter prediction and correction step.
|
| |
|
template<typename StatePredictionFunc, typename MeasurementPredictionFunc> |
| Eigen::Matrix< double, StateSize, 1 > & | update (StatePredictionFunc f, MeasurementPredictionFunc h) |
| | Extended Kalman filter prediction step.
|
| |
