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00001 #ifndef _EKF_H
00002 #define _EKF_H
00003
00004 #include <gsl/gsl_matrix.h>
00005 #include <gsl/gsl_vector.h>
00006 #include <gsl/gsl_blas.h>
00007 #include <gsl/gsl_linalg.h>
00008
00009 #include "matrix_tools.h"
00010 using namespace std;
00011 //ekf functions
00012 int ekf_predict_step(gsl_vector *state_vec, gsl_matrix *P, gsl_matrix *A, gsl_matrix *W, gsl_matrix *Q,
00013                      gsl_vector *state_vec_pred, gsl_matrix *P_pred);
00014
00015 int ekf_kalman_gain(gsl_matrix *P_pred, gsl_matrix *H, gsl_matrix *V, gsl_matrix *R, gsl_matrix *K);
00016 int ekf_update_estimate(gsl_vector *state_vec_up,gsl_matrix *K, gsl_vector *mes_vector,gsl_vector *state_vec_pred,
00017                         gsl_vector *mes_predict);
00018 int ekf_update_cov(gsl_matrix *P_up, gsl_matrix *K, gsl_matrix *H, gsl_matrix *P_pred);
00019 #endif