KeyedKalmanFilter.hpp File Reference

Kalman Filter with keyed states. More...

Go to the source code of this file.

Classes
class	NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >
	Keyed Kalman Filter class. More...
struct	NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::NISResult
	Normalized Innovation Squared (NIS) test results. More...
struct	NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::SavedPreUpdate
	Saved pre-update state and measurement. More...

Typedefs
template<typename StateKeyType , typename MeasKeyType >
using	NAV::KeyedKalmanFilterD
	Keyed Kalman Filter class with double as type.

Functions
template<typename Scalar , typename RowKeyType , typename ColKeyType , int Rows, int Cols>
KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols >	NAV::transitionMatrix_Phi_exp (const KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols > &F, Scalar tau_s)
	Calculates the state transition matrix 𝚽 using the exponential matrix.
template<typename Scalar , typename RowKeyType , typename ColKeyType , int Rows, int Cols>
KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols >	NAV::transitionMatrix_Phi_Taylor (const KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols > &F, Scalar tau_s, size_t order)
	Calculates the state transition matrix 𝚽 limited to specified order in 𝐅𝜏ₛ

Detailed Description

Kalman Filter with keyed states.

Author

T. Topp (topp@.nosp@m.ins..nosp@m.uni-s.nosp@m.tutt.nosp@m.gart..nosp@m.de)

Date

2023-07-11

Typedef Documentation

KeyedKalmanFilterD

template<typename StateKeyType , typename MeasKeyType >

using NAV::KeyedKalmanFilterD

Keyed Kalman Filter class with double as type.

Template Parameters

StateKeyType	Type of the key used for state lookup
MeasKeyType	Type of the key used for measurement lookup

Function Documentation

transitionMatrix_Phi_exp()

template<typename Scalar , typename RowKeyType , typename ColKeyType , int Rows, int Cols>

KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols > NAV::transitionMatrix_Phi_exp	(	const KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols > &	F,
		Scalar	tau_s )

Calculates the state transition matrix 𝚽 using the exponential matrix.

Parameters

[in]	F	System Matrix
[in]	tau_s	time interval in [s]

Note

See [17] Groves, ch. 3.2.3, eq. 3.33, p. 97

Attention

The cost of the computation is approximately 20n^3 for matrices of size n. The number 20 depends weakly on the norm of the matrix.

transitionMatrix_Phi_Taylor()

template<typename Scalar , typename RowKeyType , typename ColKeyType , int Rows, int Cols>

KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols > NAV::transitionMatrix_Phi_Taylor	(	const KeyedMatrix< Scalar, RowKeyType, ColKeyType, Rows, Cols > &	F,
		Scalar	tau_s,
		size_t	order )

Calculates the state transition matrix 𝚽 limited to specified order in 𝐅𝜏ₛ

Parameters

[in]	F	System Matrix
[in]	tau_s	time interval in [s]
[in]	order	The order of the Taylor polynom to calculate

Note

See [17] Groves, ch. 3.2.3, eq. 3.34, p. 98