KeyedLeastSquares.hpp File Reference

Least squares with keyed states. More...

Go to the source code of this file.

Classes
struct	NAV::KeyedLeastSquaresResult< Scalar, StateKeyType >
	Least Squares Uncertainties return value. More...

Functions
template<typename Scalar , typename StateKeyType , typename MeasKeyType >
KeyedVectorX< Scalar, StateKeyType >	NAV::solveLinearLeastSquares (const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &H, const KeyedVectorX< Scalar, MeasKeyType > &dz)
	Finds the "least squares" solution for the equation \( \mathbf{v} = \mathbf{dz} - \mathbf{H} \mathbf{x} \).
template<typename Scalar , typename StateKeyType , typename MeasKeyType >
KeyedLeastSquaresResult< Scalar, StateKeyType >	NAV::solveLinearLeastSquaresUncertainties (const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &H, const KeyedVectorX< Scalar, MeasKeyType > &dz)
	Finds the "least squares" solution for the equation \( \mathbf{v} = \mathbf{dz} - \mathbf{H} \mathbf{x} \).
template<typename Scalar , typename StateKeyType , typename MeasKeyType >
KeyedVectorX< Scalar, StateKeyType >	NAV::solveWeightedLinearLeastSquares (const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &H, const KeyedMatrixX< Scalar, MeasKeyType, MeasKeyType > &W, const KeyedVectorX< Scalar, MeasKeyType > &dz)
	Finds the "weighted least squares" solution (see LeastSquares.hpp)
template<typename Scalar , typename StateKeyType , typename MeasKeyType >
KeyedLeastSquaresResult< Scalar, StateKeyType >	NAV::solveWeightedLinearLeastSquaresUncertainties (const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &H, const KeyedMatrixX< Scalar, MeasKeyType, MeasKeyType > &W, const KeyedVectorX< Scalar, MeasKeyType > &dz)
	Finds the "weighted least squares" solution.

Detailed Description

Least squares with keyed states.

Author

P. Peitschat (HiWi)

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

Date

2023-09-26

Function Documentation

solveLinearLeastSquares()

template<typename Scalar , typename StateKeyType , typename MeasKeyType >

KeyedVectorX< Scalar, StateKeyType > NAV::solveLinearLeastSquares	(	const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &	H,
		const KeyedVectorX< Scalar, MeasKeyType > &	dz )

Finds the "least squares" solution for the equation \( \mathbf{v} = \mathbf{dz} - \mathbf{H} \mathbf{x} \).

Minimizes the functional (see LeastSquares.hpp)

Parameters

[in]	H	Design Matrix
[in]	dz	Residual vector

Returns

Least squares solution

solveLinearLeastSquaresUncertainties()

template<typename Scalar , typename StateKeyType , typename MeasKeyType >

KeyedLeastSquaresResult< Scalar, StateKeyType > NAV::solveLinearLeastSquaresUncertainties	(	const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &	H,
		const KeyedVectorX< Scalar, MeasKeyType > &	dz )

Finds the "least squares" solution for the equation \( \mathbf{v} = \mathbf{dz} - \mathbf{H} \mathbf{x} \).

Parameters

[in]	H	Design Matrix
[in]	dz	Residual vector

Returns

Least squares solution and variance

solveWeightedLinearLeastSquares()

template<typename Scalar , typename StateKeyType , typename MeasKeyType >

KeyedVectorX< Scalar, StateKeyType > NAV::solveWeightedLinearLeastSquares	(	const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &	H,
		const KeyedMatrixX< Scalar, MeasKeyType, MeasKeyType > &	W,
		const KeyedVectorX< Scalar, MeasKeyType > &	dz )

Finds the "weighted least squares" solution (see LeastSquares.hpp)

Parameters

[in]	H	Design Matrix
[in]	W	Weight matrix
[in]	dz	Residual vector

Returns

Least squares solution

solveWeightedLinearLeastSquaresUncertainties()

template<typename Scalar , typename StateKeyType , typename MeasKeyType >

KeyedLeastSquaresResult< Scalar, StateKeyType > NAV::solveWeightedLinearLeastSquaresUncertainties	(	const KeyedMatrixX< Scalar, MeasKeyType, StateKeyType > &	H,
		const KeyedMatrixX< Scalar, MeasKeyType, MeasKeyType > &	W,
		const KeyedVectorX< Scalar, MeasKeyType > &	dz )

Finds the "weighted least squares" solution.

Parameters

[in]	H	Design Matrix
[in]	W	Weight matrix
[in]	dz	Residual vector

Returns

Weighted least squares solution and variance