libnxter
0.1

Kalman Filter class representing the kalman model and state updates. In practice, upto only 3 dimentional state vector is usable before hitting hardware limitation. More...
Data Fields  
Matrix  X 
Matrix  A 
Matrix  B 
Matrix  H 
Matrix  Q 
Matrix  R 
Matrix  P 
Matrix  K 
long  Ks 
bool  unityModel 
Kalman Filter class representing the kalman model and state updates. In practice, upto only 3 dimentional state vector is usable before hitting hardware limitation.
Definition at line 43 of file KalmanFilter.nxc.
Matrix KalmanFilter::A 
State transformation model for state transition
Definition at line 46 of file KalmanFilter.nxc.
Referenced by KalmanFilterInit(), and KalmanFilterStep().
Matrix KalmanFilter::B 
Control input transformation for state transition
Definition at line 47 of file KalmanFilter.nxc.
Referenced by KalmanFilterInit(), and KalmanFilterStep().
Matrix KalmanFilter::H 
State observation model transformation
Definition at line 48 of file KalmanFilter.nxc.
Referenced by KalmanFilterInit(), and KalmanFilterStep().
Matrix KalmanFilter::K 
Kalman Gain. It is scaled by Ks for integer operations
Definition at line 52 of file KalmanFilter.nxc.
Referenced by KalmanFilterStep().
long KalmanFilter::Ks 
Kalman gain scale factor
Definition at line 53 of file KalmanFilter.nxc.
Referenced by KalmanFilterStep().
Matrix KalmanFilter::P 
Estimated state error covariance (i.e. accuracy of the estimation
Definition at line 51 of file KalmanFilter.nxc.
Referenced by KalmanFilterGetP(), KalmanFilterInit(), KalmanFilterInitUnity(), and KalmanFilterStep().
Matrix KalmanFilter::Q 
State transition noise covariance matrix
Definition at line 49 of file KalmanFilter.nxc.
Referenced by KalmanFilterInit(), KalmanFilterInitUnity(), and KalmanFilterStep().
Matrix KalmanFilter::R 
Observation noise covariance matrix
Definition at line 50 of file KalmanFilter.nxc.
Referenced by KalmanFilterInit(), KalmanFilterInitUnity(), and KalmanFilterStep().
bool KalmanFilter::unityModel 
Is the filter working in unity mode. i.e. if A = B = H = 1
Definition at line 54 of file KalmanFilter.nxc.
Referenced by KalmanFilterInit(), KalmanFilterInitUnity(), and KalmanFilterStep().
Matrix KalmanFilter::X 
Current estimated system state
Definition at line 45 of file KalmanFilter.nxc.
Referenced by KalmanFilterGetX(), KalmanFilterInit(), KalmanFilterInitUnity(), and KalmanFilterStep().