navlib::EkfIdentifier Class Reference

A system identification method using an Extended Kalman Filter. More...

#include <ekfIdentifier.h>

Inheritance diagram for navlib::EkfIdentifier:

List of all members.

Public Types
typedef ublas::matrix< double >	matrix
typedef ublas::vector< double >	vector
Public Member Functions
	EkfIdentifier (boost::shared_ptr< DynamicsModel > dynamics, const double &eps=1.0e-9)
	EkfIdentifier (boost::shared_ptr< DynamicsModel > dynamics, matrix Px, matrix Pp)
boost::shared_ptr< DynamicsModel >	getModel () const
	Returns the identified dynamics model.
void	predict (vector u, const double &dt, matrix Qx, matrix Qp)
	Predicts the next state.
void	correct (ExtendedKalmanFilter< double >::ObserveFun h, vector z, matrix R)
	Corrects for errors between the observation and current state estimate.

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Detailed Description

A system identification method using an Extended Kalman Filter.

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Constructor & Destructor Documentation

EkfIdentifier::EkfIdentifier	(	boost::shared_ptr< DynamicsModel >	dynamics,
		const double &	eps = 1.0e-9
	)

Parameters:

	dynamics	model to identify
	eps	small value used to calculate Jacobians

EkfIdentifier::EkfIdentifier	(	boost::shared_ptr< DynamicsModel >	dynamics,
		matrix	Px,
		matrix	Pp
	)

Parameters:

	dynamics	model to identify
	Px	state uncertainty matrix
	Pp	parameter uncertainty matrix

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Member Function Documentation

void EkfIdentifier::predict	(	vector	u,
		const double &	dt,
		matrix	Qx,
		matrix	Qp
	)

Predicts the next state.

Parameters:

	u	control input
	dt	update time
	Qx	state noise covariance matrix
	Qp	parameter noise covariance matrix

References getModel().

void EkfIdentifier::correct	(	ExtendedKalmanFilter< double >::ObserveFun	h,
		vector	z,
		matrix	R
	)

Corrects for errors between the observation and current state estimate.

Parameters:

	h	observation function
	z	measurement
	R	measuement noise covariance matrix

References navlib::ExtendedKalmanFilter< T >::correct(), getModel(), and navlib::ExtendedKalmanFilter< T >::getState().

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

• identifier/ekfIdentifier.h
• identifier/ekfIdentifier.cpp