File with functions necessary to perform necessary EKF steps. More...
Functions | |
int | ekf_predict_step (gsl_vector *state_vec, gsl_matrix *P, gsl_matrix *A, gsl_matrix *W, gsl_matrix *Q, gsl_vector *state_vec_pred, gsl_matrix *P_pred) |
Estimate new state vector using system model. | |
int | ekf_kalman_gain (gsl_matrix *P_pred, gsl_matrix *H, gsl_matrix *V, gsl_matrix *R, gsl_matrix *K) |
Calculate Kalman gain. | |
int | ekf_update_estimate (gsl_vector *state_vec_up, gsl_matrix *K, gsl_vector *mes_vector, gsl_vector *state_vec_pred, gsl_vector *mes_predict) |
Update state vector estimate using Kalman gain. | |
int | ekf_update_cov (gsl_matrix *P_up, gsl_matrix *K, gsl_matrix *H, gsl_matrix *P_pred) |
Update error covariance estimate using Kalman gain. |
File with functions necessary to perform necessary EKF steps.
int ekf_kalman_gain | ( | gsl_matrix * | P_pred, |
gsl_matrix * | H, | ||
gsl_matrix * | V, | ||
gsl_matrix * | R, | ||
gsl_matrix * | K | ||
) |
Calculate Kalman gain.
[in] | P_pred | Estimated error cov |
[in] | H | measurement jacbian |
[in] | V | measurement noise jacobian |
[in] | R | measurement variance matrix |
[out] | K | Kalman gain |
References gsl_inverse().
Referenced by run_kalman_femur(), run_kalman_femur_theta(), and run_kalman_tib_low_theta().
int ekf_predict_step | ( | gsl_vector * | state_vec, |
gsl_matrix * | P, | ||
gsl_matrix * | A, | ||
gsl_matrix * | W, | ||
gsl_matrix * | Q, | ||
gsl_vector * | state_vec_pred, | ||
gsl_matrix * | P_pred | ||
) |
Estimate new state vector using system model.
[in] | state_vec | Initial state |
[in] | P | initial state error covariance |
[in] | A | process matrix |
[in] | W | process noise jacobian |
[in] | Q | process noise cov |
[out] | state_vec_pred | estimated state |
[out] | P_pred | estimated error covariance |
Referenced by run_kalman_femur(), run_kalman_femur_theta(), and run_kalman_tib_low_theta().
int ekf_update_cov | ( | gsl_matrix * | P_up, |
gsl_matrix * | K, | ||
gsl_matrix * | H, | ||
gsl_matrix * | P_pred | ||
) |
Update error covariance estimate using Kalman gain.
Referenced by run_kalman_femur(), run_kalman_femur_theta(), and run_kalman_tib_low_theta().
int ekf_update_estimate | ( | gsl_vector * | state_vec_up, |
gsl_matrix * | K, | ||
gsl_vector * | mes_vector, | ||
gsl_vector * | state_vec_pred, | ||
gsl_vector * | mes_predict | ||
) |
Update state vector estimate using Kalman gain.
Referenced by run_kalman_femur(), run_kalman_femur_theta(), and run_kalman_tib_low_theta().