WarpTwin
Documentation for WarpTwin models and classes.
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kalman_udu.h
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1
6
7/******************************************************************************
8 * SYSTEM INCLUDE FILES
9 ******************************************************************************/
10
11/******************************************************************************
12 * PROJECT INCLUDE FILES
13 ******************************************************************************/
14
15/******************************************************************************
16 * DEFINES
17 ******************************************************************************/
18
19/******************************************************************************
20 * TYPEDEFS
21 ******************************************************************************/
22
23/******************************************************************************
24 * LOCAL DATA DEFINITIONS
25 ******************************************************************************/
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27/******************************************************************************
28 * LOCAL FUNCTION PROTOTYPES
29 ******************************************************************************/
30
31/******************************************************************************
32 * FUNCTION PROTOTYPES
33 ******************************************************************************/
34#ifndef GNCUTILS_EKF_KFCORE_KALMAN_UDU_H
35#define GNCUTILS_EKF_KFCORE_KALMAN_UDU_H
36
37namespace warpos {
38
57 int kalman_udu(floating_point* x, floating_point* U, floating_point* d, const floating_point* z, const floating_point* R,
58 const floating_point* Ht, int n, int m, floating_point chi2_threshold, int downweight_outlier);
59
72 int kalman_udu_scalar(floating_point* x, floating_point* U, floating_point* d, const floating_point dz, const floating_point R,
73 const floating_point* H_line, int n);
74
109 int decorrelate(floating_point* z, floating_point* Ht, floating_point* R, int n, int m);
110
150 void kalman_udu_predict(floating_point* x, floating_point* U, floating_point* d, const floating_point* Phi,
151 const floating_point* G, const floating_point* Q, int n, int r);
152
153}
154#endif
155
156/* @} */
warpos
Definition DeadReckon.cpp:20
warpos::kalman_udu
int 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.
Definition kalman_udu.cpp:98
warpos::kalman_udu_predict
void 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.
Definition kalman_udu.cpp:175
warpos::kalman_udu_scalar
int 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.
Definition kalman_udu.cpp:50
warpos::decorrelate
int 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,...
Definition kalman_udu.cpp:152