UKF Class Reference

Unscented Kalman Filter.

List of all members.

Public Member Functions
	UKF ()
	Constructor.
	~UKF ()
	Destructor.
void	set_filter_mode (UKF_mode mode)
	Sets the filter mode.
void	set_filter_parameters (const double alpha, const double kappa, const double beta)
	Sets the filter parameters.
void	set_integrator_time_info (double t, double dt)
	Sets the integrator time and time step.
void	set_initial_values (const ml_matrix &state0, const ml_matrix &covariance0, const ml_matrix &parameter0=ml_matrix())
	Sets the initial state and covariance.
void	set_noise_covariances (const ml_matrix &Rp, const ml_matrix &Rm)
	Sets the noise covariance matrices.
void	set_state_function (state_func state_fun)
	Sets the state function.
void	set_integrator (integ_func integ_fun)
	Sets the integrator function.
void	set_measurement_function (meas_func meas_fun)
	Sets the measurement function.
void	set_context (void *context)
	Sets the context pointer for data needed by the state or measurement functions.
ml_matrix	current_state (void) const
	Returns the current estimated state.
ml_matrix	current_residual (void) const
	Returns the current residual.
ml_matrix	current_parameter (void) const
	Returns the current estimated parameter.
ml_matrix	current_covariance (void) const
	Returns the current estimated covariance.
ml_matrix	current_residual_covariance (void) const
	Returns the current residual covariance.
ml_matrix	current_rhs_params (void) const
	Returns the current RHS parameters (only used in parameter mode).
void	update_estimate (const ml_matrix &measurement)
	Updates the current estimate.

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Member Function Documentation

void UKF::set_filter_mode

(

UKF_mode

mode )

Parameters:

mode	desired mode (from enum UKF_mode).

void UKF::set_filter_parameters	(	const double	alpha,
		const double	kappa,
		const double	beta
	)

Parameters:

alpha	usually in [.0001,1]
kappa	0 for state estimation
beta	2 for normally distributed data

void UKF::set_integrator_time_info	(	double	t,
		double	dt
	)

Parameters:

t	time (s)
dt	timestep (s)

void UKF::set_initial_values	(	const ml_matrix &	state0,
		const ml_matrix &	covariance0,
		const ml_matrix &	parameter0 = ml_matrix()
	)

Sets the initial state, parameter and covariance.

Parameters:

state0	state (nx1)
covariance0	covariance (nxn)
parameter0	parameter (nx1) (not used in state mode)

void UKF::set_noise_covariances	(	const ml_matrix &	Rp,
		const ml_matrix &	Rm
	)

Parameters:

Rp	noise covariance matrix (nxn)
Rm	measurement covariance matrix (mxm)

void UKF::set_state_function

(

state_func

state_fun )

Sets the state function, which is the right hand side of the state update.

Parameters:

state_fun

a function pointer to a state_func function

void UKF::set_integrator

(

integ_func

integ_fun )

Sets the integrator function used to propagate the state.

Parameters:

integ_fun

a function pointer to a integ_func function

void UKF::set_measurement_function

(

meas_func

meas_fun )

Parameters:

meas_fun

a function pointer to a meas_func function

void UKF::set_context

(

void *

context )

Sets the context pointer that will be passed in to the other functions.

Parameters:

*context

a function pointer to a meas_func function

void UKF::update_estimate

(

const ml_matrix &

measurement )

Parameters:

measurement

updated measurement vector (mx1)