KalmanFilter Class Reference

Abstract class that should be inherited from to create specific kalman filters. More...

Public Member Functions
	KalmanFilter (unsigned int stateSize, unsigned int observationSize)
	Creates a general kalman filter with the given sizes Use a child class to setup the specific state matricies Assumes 1 input. More...
void	predict ()
	Predicts without update.
void	predictWithUpdate ()
	Predicts with update z_k must be set with the observation.

Protected Attributes
Eigen::VectorXd	x_k1_k1
Eigen::VectorXd	x_k_k1
Eigen::VectorXd	x_k_k
Eigen::VectorXd	u_k
Eigen::VectorXd	z_k
Eigen::VectorXd	y_k_k1
Eigen::VectorXd	y_k_k
Eigen::MatrixXd	P_k1_k1
Eigen::MatrixXd	P_k_k1
Eigen::MatrixXd	P_k_k
Eigen::MatrixXd	S_k
Eigen::MatrixXd	K_k
Eigen::MatrixXd	F_k
Eigen::MatrixXd	B_k
Eigen::MatrixXd	H_k
Eigen::MatrixXd	Q_k
Eigen::MatrixXd	R_k
Eigen::MatrixXd	I

Detailed Description

Abstract class that should be inherited from to create specific kalman filters.

Must initialize: x_k1_k1, x_k_k1, x_k_k, P_k1_k1, P_k_k1, P_k_k, F_k, B_k, H_k, Q_k, R_k

Every predict, must update: u_k

Every PredictWithUpdate, must update: u_k, z_k

The most recently updated values x_k_k, P_k_k

Taken from https://en.wikipedia.org/wiki/Kalman_filter

Conversion between code notation and wiki notation is... x_k1_k1 is X_(k-1, k-1) x_k_k is X_(k, k) etc

Inheritance diagram for KalmanFilter:

Constructor & Destructor Documentation

KalmanFilter()

KalmanFilter::KalmanFilter ( unsigned int  stateSize, unsigned int  observationSize  )

inline

Creates a general kalman filter with the given sizes Use a child class to setup the specific state matricies Assumes 1 input.

Parameters

stateSize	The size of the state vector
observationSize	The size of the observation vector

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

• soccer/vision/filter/KalmanFilter.hpp
• soccer/vision/filter/KalmanFilter.cpp