Virtual base for Kalman Filter (EKF,IEKF,UKF) implementations.
This base class stores the state vector and covariance matrix of the system. It has virtual methods that must be completed by derived classes to address a given filtering problem. The main entry point of the algorithm is CKalmanFilterCapable::runOneKalmanIteration, which should be called AFTER setting the desired filter options in KF_options, as well as any options in the derived class. Note that the main entry point is protected, so derived classes must offer another method more specific to a given problem which, internally, calls runOneKalmanIteration.
For further details and examples, check out the tutorial: http://www.mrpt.org/Kalman_Filters
The Kalman filter algorithms are generic, but this implementation is biased to ease the implementation of SLAM-like problems. However, it can be also applied to many generic problems not related to robotics or SLAM.
The meaning of the template parameters is:
Revisions:
Definition at line 48 of file CKalmanFilterCapable.h.
#include <mrpt/bayes/CKalmanFilterCapable.h>
Public Types | |
typedef KFTYPE | kftype |
The numeric type used in the Kalman Filter (default=double) More... | |
typedef CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE > | KFCLASS |
My class, in a shorter name! More... | |
typedef Eigen::Matrix< KFTYPE, Eigen::Dynamic, 1 > | KFVector |
typedef mrpt::math::CMatrixTemplateNumeric< KFTYPE > | KFMatrix |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, VEH_SIZE, VEH_SIZE > | KFMatrix_VxV |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, OBS_SIZE, OBS_SIZE > | KFMatrix_OxO |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, FEAT_SIZE, FEAT_SIZE > | KFMatrix_FxF |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, ACT_SIZE, ACT_SIZE > | KFMatrix_AxA |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, VEH_SIZE, OBS_SIZE > | KFMatrix_VxO |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, VEH_SIZE, FEAT_SIZE > | KFMatrix_VxF |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, FEAT_SIZE, VEH_SIZE > | KFMatrix_FxV |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, FEAT_SIZE, OBS_SIZE > | KFMatrix_FxO |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, OBS_SIZE, FEAT_SIZE > | KFMatrix_OxF |
typedef mrpt::math::CMatrixFixedNumeric< KFTYPE, OBS_SIZE, VEH_SIZE > | KFMatrix_OxV |
typedef mrpt::math::CArrayNumeric< KFTYPE, VEH_SIZE > | KFArray_VEH |
typedef mrpt::math::CArrayNumeric< KFTYPE, ACT_SIZE > | KFArray_ACT |
typedef mrpt::math::CArrayNumeric< KFTYPE, OBS_SIZE > | KFArray_OBS |
typedef mrpt::aligned_containers< KFArray_OBS >::vector_t | vector_KFArray_OBS |
typedef mrpt::math::CArrayNumeric< KFTYPE, FEAT_SIZE > | KFArray_FEAT |
Public Member Functions | |
size_t | getNumberOfLandmarksInTheMap () const |
bool | isMapEmpty () const |
size_t | getStateVectorLength () const |
KFVector & | internal_getXkk () |
KFMatrix & | internal_getPkk () |
void | getLandmarkMean (size_t idx, KFArray_FEAT &feat) const |
Returns the mean of the estimated value of the idx'th landmark (not applicable to non-SLAM problems). More... | |
void | getLandmarkCov (size_t idx, KFMatrix_FxF &feat_cov) const |
Returns the covariance of the idx'th landmark (not applicable to non-SLAM problems). More... | |
CKalmanFilterCapable () | |
Default constructor. More... | |
virtual | ~CKalmanFilterCapable () |
Destructor. More... | |
mrpt::utils::CTimeLogger & | getProfiler () |
Static Public Member Functions | |
static size_t | get_vehicle_size () |
static size_t | get_observation_size () |
static size_t | get_feature_size () |
static size_t | get_action_size () |
Public Attributes | |
TKF_options | KF_options |
Generic options for the Kalman Filter algorithm itself. More... | |
Protected Member Functions | |
void | runOneKalmanIteration () |
The main entry point, executes one complete step: prediction + update. More... | |
Protected Attributes | |
mrpt::utils::CTimeLogger | m_timLogger |
Kalman filter state | |
KFVector | m_xkk |
The system state vector. More... | |
KFMatrix | m_pkk |
The system full covariance matrix. More... | |
Static Private Member Functions | |
static void | KF_aux_estimate_trans_jacobian (const KFArray_VEH &x, const std::pair< KFCLASS *, KFArray_ACT > &dat, KFArray_VEH &out_x) |
Auxiliary functions for Jacobian numeric estimation. More... | |
static void | KF_aux_estimate_obs_Hx_jacobian (const KFArray_VEH &x, const std::pair< KFCLASS *, size_t > &dat, KFArray_OBS &out_x) |
static void | KF_aux_estimate_obs_Hy_jacobian (const KFArray_FEAT &x, const std::pair< KFCLASS *, size_t > &dat, KFArray_OBS &out_x) |
Private Attributes | |
vector_KFArray_OBS | all_predictions |
vector_size_t | predictLMidxs |
mrpt::aligned_containers< KFMatrix_OxV >::vector_t | Hxs |
The vector of all partial Jacobians dh[i]_dx for each prediction. More... | |
mrpt::aligned_containers< KFMatrix_OxF >::vector_t | Hys |
The vector of all partial Jacobians dh[i]_dy[i] for each prediction. More... | |
KFMatrix | S |
KFMatrix | Pkk_subset |
vector_KFArray_OBS | Z |
KFMatrix | K |
KFMatrix | S_1 |
KFMatrix | dh_dx_full_obs |
KFMatrix | aux_K_dh_dx |
bool | m_user_didnt_implement_jacobian |
Friends | |
template<size_t VEH_SIZEb, size_t OBS_SIZEb, size_t FEAT_SIZEb, size_t ACT_SIZEb, typename KFTYPEb > | |
void | detail::addNewLandmarks (CKalmanFilterCapable< VEH_SIZEb, OBS_SIZEb, FEAT_SIZEb, ACT_SIZEb, KFTYPEb > &obj, const typename CKalmanFilterCapable< VEH_SIZEb, OBS_SIZEb, FEAT_SIZEb, ACT_SIZEb, KFTYPEb >::vector_KFArray_OBS &Z, const vector_int &data_association, const typename CKalmanFilterCapable< VEH_SIZEb, OBS_SIZEb, FEAT_SIZEb, ACT_SIZEb, KFTYPEb >::KFMatrix_OxO &R) |
Virtual methods for Kalman Filter implementation | |
virtual void | OnInverseObservationModel (const KFArray_OBS &in_z, KFArray_FEAT &out_yn, KFMatrix_FxV &out_dyn_dxv, KFMatrix_FxO &out_dyn_dhn) const |
If applicable to the given problem, this method implements the inverse observation model needed to extend the "map" with a new "element". More... | |
virtual void | OnInverseObservationModel (const KFArray_OBS &in_z, KFArray_FEAT &out_yn, KFMatrix_FxV &out_dyn_dxv, KFMatrix_FxO &out_dyn_dhn, KFMatrix_FxF &out_dyn_dhn_R_dyn_dhnT, bool &out_use_dyn_dhn_jacobian) const |
If applicable to the given problem, this method implements the inverse observation model needed to extend the "map" with a new "element". More... | |
virtual void | OnNewLandmarkAddedToMap (const size_t in_obsIdx, const size_t in_idxNewFeat) |
If applicable to the given problem, do here any special handling of adding a new landmark to the map. More... | |
virtual void | OnNormalizeStateVector () |
This method is called after the prediction and after the update, to give the user an opportunity to normalize the state vector (eg, keep angles within -pi,pi range) if the application requires it. More... | |
virtual void | OnPostIteration () |
This method is called after finishing one KF iteration and before returning from runOneKalmanIteration(). More... | |
virtual void | OnGetAction (KFArray_ACT &out_u) const =0 |
Must return the action vector u. More... | |
virtual void | OnTransitionModel (const KFArray_ACT &in_u, KFArray_VEH &inout_x, bool &out_skipPrediction) const =0 |
Implements the transition model . More... | |
virtual void | OnTransitionJacobian (KFMatrix_VxV &out_F) const |
Implements the transition Jacobian . More... | |
virtual void | OnTransitionJacobianNumericGetIncrements (KFArray_VEH &out_increments) const |
Only called if using a numeric approximation of the transition Jacobian, this method must return the increments in each dimension of the vehicle state vector while estimating the Jacobian. More... | |
virtual void | OnTransitionNoise (KFMatrix_VxV &out_Q) const =0 |
Implements the transition noise covariance . More... | |
virtual void | OnPreComputingPredictions (const vector_KFArray_OBS &in_all_prediction_means, mrpt::vector_size_t &out_LM_indices_to_predict) const |
This will be called before OnGetObservationsAndDataAssociation to allow the application to reduce the number of covariance landmark predictions to be made. More... | |
virtual void | OnGetObservationNoise (KFMatrix_OxO &out_R) const =0 |
Return the observation NOISE covariance matrix, that is, the model of the Gaussian additive noise of the sensor. More... | |
virtual void | OnGetObservationsAndDataAssociation (vector_KFArray_OBS &out_z, mrpt::vector_int &out_data_association, const vector_KFArray_OBS &in_all_predictions, const KFMatrix &in_S, const vector_size_t &in_lm_indices_in_S, const KFMatrix_OxO &in_R)=0 |
This is called between the KF prediction step and the update step, and the application must return the observations and, when applicable, the data association between these observations and the current map. More... | |
virtual void | OnObservationModel (const mrpt::vector_size_t &idx_landmarks_to_predict, vector_KFArray_OBS &out_predictions) const =0 |
Implements the observation prediction . More... | |
virtual void | OnObservationJacobians (const size_t &idx_landmark_to_predict, KFMatrix_OxV &Hx, KFMatrix_OxF &Hy) const |
Implements the observation Jacobians and (when applicable) . More... | |
virtual void | OnObservationJacobiansNumericGetIncrements (KFArray_VEH &out_veh_increments, KFArray_FEAT &out_feat_increments) const |
Only called if using a numeric approximation of the observation Jacobians, this method must return the increments in each dimension of the vehicle state vector while estimating the Jacobian. More... | |
virtual void | OnSubstractObservationVectors (KFArray_OBS &A, const KFArray_OBS &B) const |
Computes A=A-B, which may need to be re-implemented depending on the topology of the individual scalar components (eg, angles). More... | |
typedef mrpt::math::CArrayNumeric<KFTYPE,ACT_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFArray_ACT |
Definition at line 193 of file CKalmanFilterCapable.h.
typedef mrpt::math::CArrayNumeric<KFTYPE,FEAT_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFArray_FEAT |
Definition at line 196 of file CKalmanFilterCapable.h.
typedef mrpt::math::CArrayNumeric<KFTYPE,OBS_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFArray_OBS |
Definition at line 194 of file CKalmanFilterCapable.h.
typedef mrpt::math::CArrayNumeric<KFTYPE,VEH_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFArray_VEH |
Definition at line 192 of file CKalmanFilterCapable.h.
typedef CKalmanFilterCapable<VEH_SIZE,OBS_SIZE,FEAT_SIZE,ACT_SIZE,KFTYPE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFCLASS |
My class, in a shorter name!
Definition at line 172 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixTemplateNumeric<KFTYPE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix |
Definition at line 176 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,ACT_SIZE,ACT_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_AxA |
Definition at line 181 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,FEAT_SIZE,FEAT_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_FxF |
Definition at line 180 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,FEAT_SIZE,OBS_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_FxO |
Definition at line 187 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,FEAT_SIZE,VEH_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_FxV |
Definition at line 186 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,OBS_SIZE,FEAT_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_OxF |
Definition at line 189 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,OBS_SIZE,OBS_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_OxO |
Definition at line 179 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,OBS_SIZE,VEH_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_OxV |
Definition at line 190 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,VEH_SIZE,FEAT_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_VxF |
Definition at line 184 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,VEH_SIZE,OBS_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_VxO |
Definition at line 183 of file CKalmanFilterCapable.h.
typedef mrpt::math::CMatrixFixedNumeric<KFTYPE,VEH_SIZE,VEH_SIZE> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFMatrix_VxV |
Definition at line 178 of file CKalmanFilterCapable.h.
typedef KFTYPE mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::kftype |
The numeric type used in the Kalman Filter (default=double)
Definition at line 171 of file CKalmanFilterCapable.h.
typedef Eigen::Matrix<KFTYPE,Eigen::Dynamic,1> mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KFVector |
Definition at line 175 of file CKalmanFilterCapable.h.
typedef mrpt::aligned_containers<KFArray_OBS>::vector_t mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::vector_KFArray_OBS |
Definition at line 195 of file CKalmanFilterCapable.h.
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Default constructor.
Definition at line 453 of file CKalmanFilterCapable.h.
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Destructor.
Definition at line 458 of file CKalmanFilterCapable.h.
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Definition at line 166 of file CKalmanFilterCapable.h.
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Definition at line 165 of file CKalmanFilterCapable.h.
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Definition at line 164 of file CKalmanFilterCapable.h.
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Definition at line 163 of file CKalmanFilterCapable.h.
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Returns the covariance of the idx'th landmark (not applicable to non-SLAM problems).
std::exception | On idx>= getNumberOfLandmarksInTheMap() |
Definition at line 213 of file CKalmanFilterCapable.h.
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Returns the mean of the estimated value of the idx'th landmark (not applicable to non-SLAM problems).
std::exception | On idx>= getNumberOfLandmarksInTheMap() |
Definition at line 206 of file CKalmanFilterCapable.h.
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Definition at line 167 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::getLandmarkMean(), and mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::OnPreComputingPredictions().
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Definition at line 460 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::detail::addNewLandmarks().
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Definition at line 198 of file CKalmanFilterCapable.h.
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Definition at line 201 of file CKalmanFilterCapable.h.
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Definition at line 200 of file CKalmanFilterCapable.h.
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Definition at line 168 of file CKalmanFilterCapable.h.
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Definition at line 1028 of file CKalmanFilterCapable_impl.h.
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Definition at line 1043 of file CKalmanFilterCapable_impl.h.
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Auxiliary functions for Jacobian numeric estimation.
Definition at line 1017 of file CKalmanFilterCapable_impl.h.
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Must return the action vector u.
out_u | The action vector which will be passed to OnTransitionModel |
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Return the observation NOISE covariance matrix, that is, the model of the Gaussian additive noise of the sensor.
out_R | The noise covariance matrix. It might be non diagonal, but it'll usually be. |
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This is called between the KF prediction step and the update step, and the application must return the observations and, when applicable, the data association between these observations and the current map.
out_z | N vectors, each for one "observation" of length OBS_SIZE, N being the number of "observations": how many observed landmarks for a map, or just one if not applicable. |
out_data_association | An empty vector or, where applicable, a vector where the i'th element corresponds to the position of the observation in the i'th row of out_z within the system state vector (in the range [0,getNumberOfLandmarksInTheMap()-1]), or -1 if it is a new map element and we want to insert it at the end of this KF iteration. |
in_all_predictions | A vector with the prediction of ALL the landmarks in the map. Note that, in contrast, in_S only comprises a subset of all the landmarks. |
in_S | The full covariance matrix of the observation predictions (i.e. the "innovation covariance matrix"). This is a M*O x M*O matrix with M=length of "in_lm_indices_in_S". |
in_lm_indices_in_S | The indices of the map landmarks (range [0,getNumberOfLandmarksInTheMap()-1]) that can be found in the matrix in_S. |
This method will be called just once for each complete KF iteration.
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If applicable to the given problem, this method implements the inverse observation model needed to extend the "map" with a new "element".
in_z | The observation vector whose inverse sensor model is to be computed. This is actually one of the vector<> returned by OnGetObservationsAndDataAssociation(). |
out_yn | The F-length vector with the inverse observation model . |
out_dyn_dxv | The Jacobian of the inv. sensor model wrt the robot pose . |
out_dyn_dhn | The Jacobian of the inv. sensor model wrt the observation vector . |
Definition at line 372 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::OnInverseObservationModel().
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If applicable to the given problem, this method implements the inverse observation model needed to extend the "map" with a new "element".
The uncertainty in the new map feature comes from two parts: one from the vehicle uncertainty (through the out_dyn_dxv Jacobian), and another from the uncertainty in the observation itself. By default, out_use_dyn_dhn_jacobian=true on call, and if it's left at "true", the base KalmanFilter class will compute the uncertainty of the landmark relative position from out_dyn_dhn. Only in some problems (e.g. MonoSLAM), it'll be needed for the application to directly return the covariance matrix out_dyn_dhn_R_dyn_dhnT, which is the equivalent to:
.
but may be computed from additional terms, or whatever needed by the user.
in_z | The observation vector whose inverse sensor model is to be computed. This is actually one of the vector<> returned by OnGetObservationsAndDataAssociation(). |
out_yn | The F-length vector with the inverse observation model . |
out_dyn_dxv | The Jacobian of the inv. sensor model wrt the robot pose . |
out_dyn_dhn | The Jacobian of the inv. sensor model wrt the observation vector . |
out_dyn_dhn_R_dyn_dhnT | See the discussion above. |
Definition at line 407 of file CKalmanFilterCapable.h.
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If applicable to the given problem, do here any special handling of adding a new landmark to the map.
in_obsIndex | The index of the observation whose inverse sensor is to be computed. It corresponds to the row in in_z where the observation can be found. |
in_idxNewFeat | The index that this new feature will have in the state vector (0:just after the vehicle state, 1: after that,...). Save this number so data association can be done according to these indices. |
Reimplemented in mrpt::slam::CRangeBearingKFSLAM, and mrpt::slam::CRangeBearingKFSLAM2D.
Definition at line 428 of file CKalmanFilterCapable.h.
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This method is called after the prediction and after the update, to give the user an opportunity to normalize the state vector (eg, keep angles within -pi,pi range) if the application requires it.
Reimplemented in mrpt::slam::CRangeBearingKFSLAM, and mrpt::slam::CRangeBearingKFSLAM2D.
Definition at line 438 of file CKalmanFilterCapable.h.
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Implements the observation Jacobians and (when applicable) .
idx_landmark_to_predict | The index of the landmark in the map whose prediction is expected as output. For non SLAM-like problems, this will be zero and the expected output is for the whole state vector. |
Hx | The output Jacobian . |
Hy | The output Jacobian . |
Definition at line 330 of file CKalmanFilterCapable.h.
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Only called if using a numeric approximation of the observation Jacobians, this method must return the increments in each dimension of the vehicle state vector while estimating the Jacobian.
Definition at line 342 of file CKalmanFilterCapable.h.
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Implements the observation prediction .
idx_landmark_to_predict | The indices of the landmarks in the map whose predictions are expected as output. For non SLAM-like problems, this input value is undefined and the application should just generate one observation for the given problem. |
out_predictions | The predicted observations. |
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This method is called after finishing one KF iteration and before returning from runOneKalmanIteration().
Definition at line 445 of file CKalmanFilterCapable.h.
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This will be called before OnGetObservationsAndDataAssociation to allow the application to reduce the number of covariance landmark predictions to be made.
For example, features which are known to be "out of sight" shouldn't be added to the output list to speed up the calculations.
in_all_prediction_means | The mean of each landmark predictions; the computation or not of the corresponding covariances is what we're trying to determined with this method. |
out_LM_indices_to_predict | The list of landmark indices in the map [0,getNumberOfLandmarksInTheMap()-1] that should be predicted. |
Definition at line 279 of file CKalmanFilterCapable.h.
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Computes A=A-B, which may need to be re-implemented depending on the topology of the individual scalar components (eg, angles).
Definition at line 352 of file CKalmanFilterCapable.h.
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Implements the transition Jacobian .
out_F | Must return the Jacobian. The returned matrix must be with V being either the size of the whole state vector (for non-SLAM problems) or VEH_SIZE (for SLAM problems). |
Definition at line 253 of file CKalmanFilterCapable.h.
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Only called if using a numeric approximation of the transition Jacobian, this method must return the increments in each dimension of the vehicle state vector while estimating the Jacobian.
Definition at line 261 of file CKalmanFilterCapable.h.
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Implements the transition model .
in_u | The vector returned by OnGetAction. |
inout_x | At input has , at output must have . |
out_skip | Set this to true if for some reason you want to skip the prediction step (to do not modify either the vector or the covariance). Default:false |
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Implements the transition noise covariance .
out_Q | Must return the covariance matrix. The returned matrix must be of the same size than the jacobian from OnTransitionJacobian |
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The main entry point, executes one complete step: prediction + update.
It is protected since derived classes must provide a problem-specific entry point for users. The exact order in which this method calls the virtual method is explained in http://www.mrpt.org/Kalman_Filters
Definition at line 22 of file CKalmanFilterCapable_impl.h.
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Definition at line 469 of file CKalmanFilterCapable.h.
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Definition at line 479 of file CKalmanFilterCapable.h.
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Definition at line 478 of file CKalmanFilterCapable.h.
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The vector of all partial Jacobians dh[i]_dx for each prediction.
Definition at line 471 of file CKalmanFilterCapable.h.
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The vector of all partial Jacobians dh[i]_dy[i] for each prediction.
Definition at line 472 of file CKalmanFilterCapable.h.
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Definition at line 476 of file CKalmanFilterCapable.h.
TKF_options mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >::KF_options |
Generic options for the Kalman Filter algorithm itself.
Definition at line 462 of file CKalmanFilterCapable.h.
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The system full covariance matrix.
Definition at line 222 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::getLandmarkCov(), and mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::internal_getPkk().
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Definition at line 226 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::getProfiler().
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Definition at line 490 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::OnObservationJacobians(), and mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::OnTransitionJacobian().
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The system state vector.
Definition at line 221 of file CKalmanFilterCapable.h.
Referenced by mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::getLandmarkMean(), mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::getStateVectorLength(), and mrpt::bayes::CKalmanFilterCapable< 7, 3, 3, 7 >::internal_getXkk().
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Definition at line 474 of file CKalmanFilterCapable.h.
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Definition at line 470 of file CKalmanFilterCapable.h.
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Definition at line 473 of file CKalmanFilterCapable.h.
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Definition at line 477 of file CKalmanFilterCapable.h.
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Definition at line 475 of file CKalmanFilterCapable.h.
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