NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::SavedPreUpdate Struct Reference

Saved pre-update state and measurement. More...

Public Attributes
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
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)
bool	saved
	Flag whether the state was saved.
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)

Detailed Description

template<typename Scalar, typename StateKeyType, typename MeasKeyType>
struct NAV::KeyedKalmanFilter< Scalar, StateKeyType, MeasKeyType >::SavedPreUpdate

Saved pre-update state and measurement.

Member Data Documentation

K

template<typename Scalar, typename StateKeyType, typename MeasKeyType>

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

𝐊 Kalman gain matrix (n x m)

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

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