Keyed Kalman Filter class. More...

Data Structures
struct	NISResult
	Normalized Innovation Squared (NIS) test results. More...
struct	SavedPreUpdate
	Saved pre-update state and measurement. More...

Public Member Functions
void	addMeasurement (const MeasKeyType &measKey)
	Add a measurement to the filter.
void	addMeasurements (std::span< const MeasKeyType > measKeys)
	Add measurements to the filter.
void	addState (const StateKeyType &stateKey)
	Add a new state to the filter.
void	addStates (std::span< const StateKeyType > stateKeys)
	Add new states to the filter.
void	calcPhiAndQWithVanLoanMethod (Scalar dt)
	Numerical Method to calculate the State transition matrix 𝚽 and System/Process noise covariance matrix 𝐐
void	calcTransitionMatrix_Phi_exp (Scalar tau)
	Calculates the state transition matrix 𝚽 using the exponential matrix.
void	calcTransitionMatrix_Phi_Taylor (Scalar tau, size_t order)
	Calculates the state transition matrix 𝚽 limited to specified order in 𝐅𝜏ₛ
auto	checkForOutliersNIS (const std::string &nameId)
	Performs the Normalized Innovation Squared (NIS) test on the measurement innovation 𝜹𝐳
void	correct ()
	Do a Measurement Update with a Measurement 𝐳
void	correctWithMeasurementInnovation ()
	Do a Measurement Update with a Measurement Innovation 𝜹𝐳
void	discardPreUpdate ()
	Discards the saved x̂, 𝐏, 𝐳, 𝐇, 𝐑 a-priori (pre-update)
bool	hasAnyStates (std::span< const StateKeyType > stateKeys) const
	Checks if the filter has any of the provided keys.
bool	hasState (const StateKeyType &stateKey) const
	Checks if the filter has the key.
bool	hasStates (std::span< const StateKeyType > stateKeys) const
	Checks if the filter has the keys.
bool	isNISenabled () const
	Whether the NIS check should be performed.
bool	isPreUpdateSaved () const
	Whether a pre-update was saved.
	KeyedKalmanFilter ()=default
	Default Constructor.
	KeyedKalmanFilter (std::span< const StateKeyType > stateKeys, std::span< const MeasKeyType > measKeys)
	Constructor.
void	predict ()
	Do a Time Update.
void	removeMeasurement (const MeasKeyType &measKey)
	Remove a measurement from the filter.
void	removeMeasurements (std::span< const MeasKeyType > measKeys)
	Remove measurements from the filter.
void	removeState (const StateKeyType &stateKey)
	Remove a state from the filter.
void	removeStates (std::span< const StateKeyType > stateKeys)
	Remove states from the filter.
void	replaceState (const StateKeyType &oldKey, const StateKeyType &newKey)
	Replace the old with the new key.
void	restorePreUpdate ()
	Restores the saved x̂, 𝐏, 𝐳, 𝐇, 𝐑 a-priori (pre-update)
const SavedPreUpdate &	savedPreUpdate () const
	Accesses the saved pre-update matrices.
void	savePreUpdate ()
	Saves x̂, 𝐏, 𝐳, 𝐇, 𝐑 a-priori (pre-update)
void	setMeasurements (std::span< const MeasKeyType > measKeys)
	Sets the measurement keys and initializes matrices z, H, R, S, K with Zero.
void	setZero ()
	Sets all Vectors and matrices to 0.
bool	showKalmanFilterGUI (const char *id, float width=0.0F)
	Shows GUI elements for the Kalman Filter.
void	showKalmanFilterMatrixViews (const char *id, int nRows=-2)
	Shows ImGui Tree nodes for all matrices.

Data Fields
KeyedMatrixX< Scalar, StateKeyType, StateKeyType >	F
	𝐅 System model matrix (n x n)
KeyedMatrixX< Scalar, StateKeyType, StateKeyType >	G
	𝐆 Noise input matrix (n x o)
KeyedMatrixX< Scalar, MeasKeyType, StateKeyType >	H
	𝐇 Measurement sensitivity matrix (m x n)
KeyedMatrixX< Scalar, StateKeyType, MeasKeyType >	K
	𝐊 Kalman gain matrix (n x m)
KeyedMatrixX< Scalar, StateKeyType, StateKeyType >	P
	𝐏 Error covariance matrix (n x n)
KeyedMatrixX< Scalar, StateKeyType, StateKeyType >	Phi
	𝚽 State transition matrix (n x n)
KeyedMatrixX< Scalar, StateKeyType, StateKeyType >	Q
	𝐐 System/Process noise covariance matrix (n x n)
KeyedMatrixX< Scalar, MeasKeyType, MeasKeyType >	R
	𝐑 = 𝐸{𝐰ₘ𝐰ₘᵀ} Measurement noise covariance matrix (m x m)
KeyedMatrixX< Scalar, MeasKeyType, MeasKeyType >	S
	𝗦 Measurement prediction covariance matrix (m x m)
KeyedMatrixX< Scalar, StateKeyType, StateKeyType >	W
	𝐖 Noise scale matrix (o x o)
KeyedVectorX< Scalar, StateKeyType >	x
	x̂ State vector (n x 1)
KeyedVectorX< Scalar, MeasKeyType >	z
	𝐳 Measurement vector (m x 1)

Private Attributes
double	_alphaNIS
	NIS Test Hypothesis testing failure rate (probability that H_0 is accepted is (1 - alpha))
bool	_checkNIS
	Normalized Innovation Squared (NIS) test.
SavedPreUpdate	_savedPreUpdate
	Saved pre-update state and measurement.
Eigen::MatrixXd	I
	𝑰 Identity matrix (n x n)

Friends
void	from_json (const json &j, KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType > &obj)
	Converts the provided json object into a node object.
void	to_json (json &j, const KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType > &obj)
	Converts the provided object into json.

Detailed Description

template<typename Scalar, typename StateKeyType, typename MeasKeyType>
class NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >

Keyed Kalman Filter class.

Template Parameters

Scalar	Numeric type, e.g. float, double, int or std::complex<float>.
StateKeyType	Type of the key used for state lookup
MeasKeyType	Type of the key used for measurement lookup

Definition at line 38 of file KeyedKalmanFilter.hpp.

Constructor & Destructor Documentation

◆ KeyedKalmanFilter() [1/2]

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::KeyedKalmanFilter ( )

default

Default Constructor.

◆ KeyedKalmanFilter() [2/2]

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::KeyedKalmanFilter	(	std::span< const StateKeyType >	stateKeys,
		std::span< const MeasKeyType >	measKeys )

inline

Constructor.

Parameters

stateKeys	State keys
measKeys	Measurement keys

Definition at line 47 of file KeyedKalmanFilter.hpp.

Member Function Documentation

◆ addMeasurement()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::addMeasurement ( const MeasKeyType & measKey )

inline

Add a measurement to the filter.

Parameters

measKey Measurement key

Definition at line 247 of file KeyedKalmanFilter.hpp.

◆ addMeasurements()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::addMeasurements ( std::span< const MeasKeyType > measKeys )

inline

Add measurements to the filter.

Parameters

measKeys Measurement keys

Definition at line 251 of file KeyedKalmanFilter.hpp.

◆ addState()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::addState ( const StateKeyType & stateKey )

inline

Add a new state to the filter.

Parameters

stateKey State key

Definition at line 154 of file KeyedKalmanFilter.hpp.

◆ addStates()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::addStates ( std::span< const StateKeyType > stateKeys )

inline

Add new states to the filter.

Parameters

stateKeys State keys

Definition at line 158 of file KeyedKalmanFilter.hpp.

◆ calcPhiAndQWithVanLoanMethod()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::calcPhiAndQWithVanLoanMethod ( Scalar dt )

inline

Numerical Method to calculate the State transition matrix 𝚽 and System/Process noise covariance matrix 𝐐

Parameters

[in] dt Time step in [s]

Note: See C.F. van Loan (1978) - Computing Integrals Involving the Matrix Exponential [51]

Definition at line 322 of file KeyedKalmanFilter.hpp.

◆ calcTransitionMatrix_Phi_exp()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::calcTransitionMatrix_Phi_exp ( Scalar tau )

inline

Calculates the state transition matrix 𝚽 using the exponential matrix.

Parameters

[in] tau Time interval in [s]

Note: See [18] 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.

Definition at line 312 of file KeyedKalmanFilter.hpp.

◆ calcTransitionMatrix_Phi_Taylor()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::calcTransitionMatrix_Phi_Taylor	(	Scalar	tau,
		size_t	order )

inline

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

Parameters

[in]	tau	Time interval in [s]
[in]	order	The order of the Taylor polynom to calculate

Note: See [18] Groves, ch. 3.2.3, eq. 3.34, p. 98

Definition at line 301 of file KeyedKalmanFilter.hpp.

◆ checkForOutliersNIS()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

auto NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::checkForOutliersNIS ( const std::string & nameId )

inlinenodiscard

Performs the Normalized Innovation Squared (NIS) test on the measurement innovation 𝜹𝐳

Parameters

[in] nameId Caller node for debug output

H_0: The measurement residual 𝜹𝐳 is consistent with the innovation covariance matrix 𝗦 The acceptance interval is chosen such that the probability that H_0 is accepted is (1 - alpha)

Returns: The hypothesis test result if it failed, otherwise nothing.

Attention: Needs to be called before the update

Definition at line 402 of file KeyedKalmanFilter.hpp.

◆ correct()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::correct ( )

inline

Do a Measurement Update with a Measurement 𝐳

Attention: Update the Measurement sensitivity Matrix (𝐇), the Measurement noise covariance matrix (𝐑) and the Measurement vector (𝐳) before calling this

Note: See P. Groves (2013) - Principles of GNSS, Inertial, and Multisensor Integrated Navigation Systems (ch. 3.2.2)

Definition at line 106 of file KeyedKalmanFilter.hpp.

◆ correctWithMeasurementInnovation()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::correctWithMeasurementInnovation ( )

inline

Do a Measurement Update with a Measurement Innovation 𝜹𝐳

Attention: Update the Measurement sensitivity Matrix (𝐇), the Measurement noise covariance matrix (𝐑) and the Measurement vector (𝐳) before calling this

Note: See P. Groves (2013) - Principles of GNSS, Inertial, and Multisensor Integrated Navigation Systems (ch. 3.2.2); See Brown & Hwang (2012) - Introduction to Random Signals and Applied Kalman Filtering (ch. 5.5 - figure 5.5)

Definition at line 125 of file KeyedKalmanFilter.hpp.

◆ discardPreUpdate()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::discardPreUpdate ( )

inline

Discards the saved x̂, 𝐏, 𝐳, 𝐇, 𝐑 a-priori (pre-update)

Definition at line 378 of file KeyedKalmanFilter.hpp.

◆ hasAnyStates()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::hasAnyStates ( std::span< const StateKeyType > stateKeys ) const

inlinenodiscard

Checks if the filter has any of the provided keys.

Parameters

stateKeys State keys

Definition at line 150 of file KeyedKalmanFilter.hpp.

◆ hasState()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::hasState ( const StateKeyType & stateKey ) const

inlinenodiscard

Checks if the filter has the key.

Parameters

stateKey State key

Definition at line 144 of file KeyedKalmanFilter.hpp.

◆ hasStates()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::hasStates ( std::span< const StateKeyType > stateKeys ) const

inlinenodiscard

Checks if the filter has the keys.

Parameters

stateKeys State keys

Definition at line 147 of file KeyedKalmanFilter.hpp.

◆ isNISenabled()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::isNISenabled ( ) const

inlinenodiscard

Whether the NIS check should be performed.

Definition at line 385 of file KeyedKalmanFilter.hpp.

◆ isPreUpdateSaved()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::isPreUpdateSaved ( ) const

inlinenodiscard

Whether a pre-update was saved.

Definition at line 334 of file KeyedKalmanFilter.hpp.

◆ predict()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::predict ( )

inline

Do a Time Update.

Attention: Update the State transition matrix (𝚽) and the Process noise covariance matrix (𝐐) before calling this

Note: See P. Groves (2013) - Principles of GNSS, Inertial, and Multisensor Integrated Navigation Systems (ch. 3.2.2)

Definition at line 93 of file KeyedKalmanFilter.hpp.

◆ removeMeasurement()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::removeMeasurement ( const MeasKeyType & measKey )

inline

Remove a measurement from the filter.

Parameters

measKey Measurement key

Definition at line 266 of file KeyedKalmanFilter.hpp.

◆ removeMeasurements()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::removeMeasurements ( std::span< const MeasKeyType > measKeys )

inline

Remove measurements from the filter.

Parameters

measKeys Measurement keys

Definition at line 270 of file KeyedKalmanFilter.hpp.

◆ removeState()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::removeState ( const StateKeyType & stateKey )

inline

Remove a state from the filter.

Parameters

stateKey State key

Definition at line 180 of file KeyedKalmanFilter.hpp.

◆ removeStates()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::removeStates ( std::span< const StateKeyType > stateKeys )

inline

Remove states from the filter.

Parameters

stateKeys State keys

Definition at line 184 of file KeyedKalmanFilter.hpp.

◆ replaceState()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::replaceState	(	const StateKeyType &	oldKey,
		const StateKeyType &	newKey )

inline

Replace the old with the new key.

Parameters

[in]	oldKey	Old key to replace
[in]	newKey	New key to use instead

Definition at line 207 of file KeyedKalmanFilter.hpp.

◆ restorePreUpdate()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::restorePreUpdate ( )

inline

Restores the saved x̂, 𝐏, 𝐳, 𝐇, 𝐑 a-priori (pre-update)

Definition at line 358 of file KeyedKalmanFilter.hpp.

◆ savedPreUpdate()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

const SavedPreUpdate & NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::savedPreUpdate ( ) const

inlinenodiscard

Accesses the saved pre-update matrices.

Definition at line 547 of file KeyedKalmanFilter.hpp.

◆ savePreUpdate()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::savePreUpdate ( )

inline

Saves x̂, 𝐏, 𝐳, 𝐇, 𝐑 a-priori (pre-update)

Definition at line 337 of file KeyedKalmanFilter.hpp.

◆ setMeasurements()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::setMeasurements ( std::span< const MeasKeyType > measKeys )

inline

Sets the measurement keys and initializes matrices z, H, R, S, K with Zero.

Parameters

measKeys Measurement keys

Definition at line 228 of file KeyedKalmanFilter.hpp.

◆ setZero()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::setZero ( )

inline

Sets all Vectors and matrices to 0.

Definition at line 74 of file KeyedKalmanFilter.hpp.

◆ showKalmanFilterGUI()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::showKalmanFilterGUI	(	const char *	id,
		float	width = 0.0F )

inline

Shows GUI elements for the Kalman Filter.

Parameters

[in]	id	Unique id for ImGui
[in]	width	Width of the widget

Returns: True if something was changed

Definition at line 432 of file KeyedKalmanFilter.hpp.

◆ showKalmanFilterMatrixViews()

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::showKalmanFilterMatrixViews	(	const char *	id,
		int	nRows = -2 )

inline

Shows ImGui Tree nodes for all matrices.

Parameters

[in]	id	Unique id for ImGui
[in]	nRows	Amount of rows to show

Definition at line 457 of file KeyedKalmanFilter.hpp.

◆ from_json

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void from_json	(	const json &	j,
		KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType > &	obj )

friend

Converts the provided json object into a node object.

Parameters

[in]	j	Json object with the needed values
[out]	obj	Object to fill from the json

Definition at line 573 of file KeyedKalmanFilter.hpp.

◆ to_json

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

void to_json	(	json &	j,
		const KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType > &	obj )

friend

Converts the provided object into json.

Parameters

[out]	j	Json object which gets filled with the info
[in]	obj	Object to convert into json

Definition at line 563 of file KeyedKalmanFilter.hpp.

Field Documentation

◆ _alphaNIS

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

double NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::_alphaNIS

private

NIS Test Hypothesis testing failure rate (probability that H_0 is accepted is (1 - alpha))

Definition at line 558 of file KeyedKalmanFilter.hpp.

◆ _checkNIS

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

bool NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::_checkNIS

private

Normalized Innovation Squared (NIS) test.

Definition at line 555 of file KeyedKalmanFilter.hpp.

◆ _savedPreUpdate

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

SavedPreUpdate NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::_savedPreUpdate

private

Saved pre-update state and measurement.

Definition at line 552 of file KeyedKalmanFilter.hpp.

◆ F

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::F

𝐅 System model matrix (n x n)

Definition at line 293 of file KeyedKalmanFilter.hpp.

◆ G

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::G

𝐆 Noise input matrix (n x o)

Definition at line 294 of file KeyedKalmanFilter.hpp.

◆ H

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, MeasKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::H

𝐇 Measurement sensitivity matrix (m x n)

Definition at line 288 of file KeyedKalmanFilter.hpp.

◆ I

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

Eigen::MatrixXd NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::I

private

𝑰 Identity matrix (n x n)

Definition at line 550 of file KeyedKalmanFilter.hpp.

◆ K

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, MeasKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::K

𝐊 Kalman gain matrix (n x m)

Definition at line 291 of file KeyedKalmanFilter.hpp.

◆ P

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::P

𝐏 Error covariance matrix (n x n)

Definition at line 284 of file KeyedKalmanFilter.hpp.

◆ Phi

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::Phi

𝚽 State transition matrix (n x n)

Definition at line 285 of file KeyedKalmanFilter.hpp.

◆ Q

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::Q

𝐐 System/Process noise covariance matrix (n x n)

Definition at line 286 of file KeyedKalmanFilter.hpp.

◆ R

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, MeasKeyType, MeasKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::R

𝐑 = 𝐸{𝐰ₘ𝐰ₘᵀ} Measurement noise covariance matrix (m x m)

Definition at line 289 of file KeyedKalmanFilter.hpp.

◆ S

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, MeasKeyType, MeasKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::S

𝗦 Measurement prediction covariance matrix (m x m)

Definition at line 290 of file KeyedKalmanFilter.hpp.

◆ W

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedMatrixX<Scalar, StateKeyType, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::W

𝐖 Noise scale matrix (o x o)

Definition at line 295 of file KeyedKalmanFilter.hpp.

◆ x

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedVectorX<Scalar, StateKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::x

x̂ State vector (n x 1)

Definition at line 283 of file KeyedKalmanFilter.hpp.

◆ z

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

KeyedVectorX<Scalar, MeasKeyType> NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::z

𝐳 Measurement vector (m x 1)

Definition at line 287 of file KeyedKalmanFilter.hpp.

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

/home/runner/work/INSTINCT/INSTINCT/src/Navigation/Math/KeyedKalmanFilter.hpp

Data Structures

Public Member Functions

Data Fields

Private Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

◆ KeyedKalmanFilter() [1/2]

◆ KeyedKalmanFilter() [2/2]

Member Function Documentation

◆ addMeasurement()

◆ addMeasurements()

◆ addState()

◆ addStates()

◆ calcPhiAndQWithVanLoanMethod()

◆ calcTransitionMatrix_Phi_exp()

◆ calcTransitionMatrix_Phi_Taylor()

◆ checkForOutliersNIS()

◆ correct()

◆ correctWithMeasurementInnovation()

◆ discardPreUpdate()

◆ hasAnyStates()

◆ hasState()

◆ hasStates()

◆ isNISenabled()

◆ isPreUpdateSaved()

◆ predict()

◆ removeMeasurement()

◆ removeMeasurements()

◆ removeState()

◆ removeStates()

◆ replaceState()

◆ restorePreUpdate()

◆ savedPreUpdate()

◆ savePreUpdate()

◆ setMeasurements()

◆ setZero()

◆ showKalmanFilterGUI()

◆ showKalmanFilterMatrixViews()

Friends And Related Symbol Documentation

◆ from_json

◆ to_json

Field Documentation

◆ _alphaNIS

◆ _checkNIS

◆ _savedPreUpdate

◆ F

◆ G

◆ H

◆ I

◆ K

◆ P

◆ Phi

◆ Q

◆ R

◆ S

◆ W

◆ x

◆ z