#include <math.h>
#include <assert.h>
#include <string.h>
#include "linalg.h"
#include "miniblas.h"
#include "kalman_udu.h"

Namespaces
namespace	warpos

Macros

#define	KALMAN_MAX_STATE_SIZE 32 /* kalman filter scratchpad buf size */

Functions
int	warpos::kalman_udu_scalar (floating_point x, floating_point U, floating_point d, const floating_point dz, const floating_point R, const floating_point H_line, int n)
	Square Root Kalman Filter (Bierman) Routine for a single scalar measurement.
int	warpos::kalman_udu (floating_point x, floating_point U, floating_point d, const floating_point z, const floating_point R, const floating_point Ht, int n, int m, floating_point chi2_threshold, int downweight_outlier)
	(Robust) Square Root Kalman Filter (Bierman) update routine for linear systems.
int	warpos::decorrelate (floating_point z, floating_point Ht, floating_point *R, int n, int m)
	Decorrelate measurements. For a given covariance matrix R of correlated measurements, calculate a vector of decorrelated measurements (and the matching H-matrix) so that the new covariance R of the decorrelated measurements is an identity matrix.
void	warpos::kalman_udu_predict (floating_point x, floating_point U, floating_point d, const floating_point Phi, const floating_point G, const floating_point Q, int n, int r)
	UDU' (Thornton) Filter Temporal / Prediction Step.

Macro Definition Documentation

◆ KALMAN_MAX_STATE_SIZE

#define KALMAN_MAX_STATE_SIZE 32 /* kalman filter scratchpad buf size */