Classic Kalman estimator. More...

#include <kalman.h>

Public Member Functions
	Kalman (const yarp::sig::Matrix &_A, const yarp::sig::Matrix &_H, const yarp::sig::Matrix &_Q, const yarp::sig::Matrix &_R)
	Init a Kalman state estimator.

	Kalman (const yarp::sig::Matrix &_A, const yarp::sig::Matrix &_B, const yarp::sig::Matrix &_H, const yarp::sig::Matrix &_Q, const yarp::sig::Matrix &_R)
	Init a Kalman state estimator.

bool	init (const yarp::sig::Vector &_x0, const yarp::sig::Matrix &_P0)
	Set initial state and error covariance.

const yarp::sig::Vector &	predict (const yarp::sig::Vector &u)
	Predicts the next state vector given the current input.

const yarp::sig::Vector &	predict ()
	Predicts the next state vector.

const yarp::sig::Vector &	correct (const yarp::sig::Vector &z)
	Corrects the current estimation of the state vector given the current measurement.

const yarp::sig::Vector &	filt (const yarp::sig::Vector &u, const yarp::sig::Vector &z)
	Returns the estimated state vector given the current input and the current measurement by performing a prediction and then correcting the result.

const yarp::sig::Vector &	filt (const yarp::sig::Vector &z)
	Returns the estimated state vector given the current measurement by performing a prediction and then correcting the result.

const yarp::sig::Vector &	get_x () const
	Returns the estimated state.

yarp::sig::Vector	get_y () const
	Returns the estimated output.

const yarp::sig::Matrix &	get_P () const
	Returns the estimated state covariance.

const yarp::sig::Matrix &	get_S () const
	Returns the estimated measurement covariance.

double	get_ValidationGate () const
	Returns the validation gate.

const yarp::sig::Matrix &	get_K () const
	Returns the Kalman gain matrix.

const yarp::sig::Matrix &	get_A () const
	Returns the state transition matrix.

const yarp::sig::Matrix &	get_B () const
	Returns the input matrix.

const yarp::sig::Matrix &	get_H () const
	Returns the measurement matrix.

const yarp::sig::Matrix &	get_Q () const
	Returns the process noise covariance matrix.

const yarp::sig::Matrix &	get_R () const
	Returns the measurement noise covariance matrix.

bool	set_A (const yarp::sig::Matrix &_A)
	Returns the state transition matrix.

bool	set_B (const yarp::sig::Matrix &_B)
	Returns the input matrix.

bool	set_H (const yarp::sig::Matrix &_H)
	Returns the measurement transition matrix.

bool	set_Q (const yarp::sig::Matrix &_Q)
	Returns the process noise covariance matrix.

bool	set_R (const yarp::sig::Matrix &_R)
	Returns the measurement noise covariance matrix.

Protected Member Functions
void	initialize ()

	Kalman ()

Protected Attributes
yarp::sig::Matrix	A

yarp::sig::Matrix	At

yarp::sig::Matrix	H

yarp::sig::Matrix	Ht

yarp::sig::Matrix	B

yarp::sig::Matrix	Q

yarp::sig::Matrix	R

yarp::sig::Matrix	I

yarp::sig::Vector	x

yarp::sig::Matrix	P

yarp::sig::Matrix	K

yarp::sig::Matrix	S

double	validationGate

size_t	n

size_t	m

Detailed Description

Classic Kalman estimator.

Definition at line 41 of file kalman.h.

Constructor & Destructor Documentation

◆ Kalman() [1/3]

iCub::ctrl::Kalman::Kalman ( )

protected

◆ Kalman() [2/3]

iCub::ctrl::Kalman::Kalman	(	const yarp::sig::Matrix &	_A,
		const yarp::sig::Matrix &	_H,
		const yarp::sig::Matrix &	_Q,
		const yarp::sig::Matrix &	_R
	)

Init a Kalman state estimator.

Parameters

_A	State transition matrix.
_H	Measurement matrix.
_Q	Process noise covariance.
_R	Measurement noise covariance.

◆ Kalman() [3/3]

iCub::ctrl::Kalman::Kalman	(	const yarp::sig::Matrix &	_A,
		const yarp::sig::Matrix &	_B,
		const yarp::sig::Matrix &	_H,
		const yarp::sig::Matrix &	_Q,
		const yarp::sig::Matrix &	_R
	)

Init a Kalman state estimator.

Parameters

_A	State transition matrix.
_B	Input matrix.
_H	Measurement matrix.
_Q	Process noise covariance.
_R	Measurement noise covariance.

Member Function Documentation

◆ correct()

const Vector & Kalman::correct ( const yarp::sig::Vector & z )

Corrects the current estimation of the state vector given the current measurement.

Parameters

z	Current measurement.

Returns: Estimated state vector.

Definition at line 91 of file kalman.cpp.

◆ filt() [1/2]

const yarp::sig::Vector & iCub::ctrl::Kalman::filt	(	const yarp::sig::Vector &	u,
		const yarp::sig::Vector &	z
	)

Returns the estimated state vector given the current input and the current measurement by performing a prediction and then correcting the result.

Parameters

u	Current input.
z	Current measurement.

Returns: Estimated state vector.

◆ filt() [2/2]

const yarp::sig::Vector & iCub::ctrl::Kalman::filt ( const yarp::sig::Vector & z )

Returns the estimated state vector given the current measurement by performing a prediction and then correcting the result.

Parameters

z	Current measurement.

Returns: Estimated state vector.

◆ get_A()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_A ( ) const

inline

Returns the state transition matrix.

Returns: State transition matrix.

Definition at line 197 of file kalman.h.

◆ get_B()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_B ( ) const

inline

Returns the input matrix.

Returns: Input matrix.

Definition at line 204 of file kalman.h.

◆ get_H()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_H ( ) const

inline

Returns the measurement matrix.

Returns: Measurement matrix.

Definition at line 211 of file kalman.h.

◆ get_K()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_K ( ) const

inline

Returns the Kalman gain matrix.

Returns: Kalman gain matrix.

Definition at line 190 of file kalman.h.

◆ get_P()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_P ( ) const

inline

Returns the estimated state covariance.

Returns: Estimated state covariance.

Definition at line 167 of file kalman.h.

◆ get_Q()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_Q ( ) const

inline

Returns the process noise covariance matrix.

Returns: Process noise covariance matrix.

Definition at line 218 of file kalman.h.

◆ get_R()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_R ( ) const

inline

Returns the measurement noise covariance matrix.

Returns: Measurement noise covariance matrix.

Definition at line 225 of file kalman.h.

◆ get_S()

const yarp::sig::Matrix & iCub::ctrl::Kalman::get_S ( ) const

inline

Returns the estimated measurement covariance.

Returns: Estimated measurement covariance.

Definition at line 174 of file kalman.h.

◆ get_ValidationGate()

double iCub::ctrl::Kalman::get_ValidationGate ( ) const

inline

Returns the validation gate.

Note: The validation gate is meaningful only after correction.

See also: correct

Returns: validation gate.

Definition at line 183 of file kalman.h.

◆ get_x()

const yarp::sig::Vector & iCub::ctrl::Kalman::get_x ( ) const

inline

Returns the estimated state.

Returns: Estimated state.

Definition at line 153 of file kalman.h.

◆ get_y()

Vector Kalman::get_y ( ) const

Returns the estimated output.

Returns: Estimated output.

Definition at line 120 of file kalman.cpp.

◆ init()

bool Kalman::init	(	const yarp::sig::Vector &	_x0,
		const yarp::sig::Matrix &	_P0
	)

Set initial state and error covariance.

Parameters

_x0	Initial condition for estimated state.
_P0	Initial condition for estimated error covariance.

Returns: true/false on success/failure.

Definition at line 59 of file kalman.cpp.

◆ initialize()

void Kalman::initialize ( )

protected

Definition at line 24 of file kalman.cpp.

◆ predict() [1/2]

const Vector & Kalman::predict ( )

Predicts the next state vector.

Returns: Estimated state vector.

Definition at line 84 of file kalman.cpp.

◆ predict() [2/2]

const yarp::sig::Vector & iCub::ctrl::Kalman::predict ( const yarp::sig::Vector & u )

Predicts the next state vector given the current input.

Parameters

u	Current input.

Returns: Estimated state vector.

◆ set_A()

bool Kalman::set_A ( const yarp::sig::Matrix & _A )

Returns the state transition matrix.

Parameters

_A	State transition matrix.

Returns: true/false on success/failure.

Definition at line 127 of file kalman.cpp.

◆ set_B()

bool Kalman::set_B ( const yarp::sig::Matrix & _B )

Returns the input matrix.

Parameters

_B	Input matrix.

Returns: true/false on success/failure.

Definition at line 141 of file kalman.cpp.

◆ set_H()

bool Kalman::set_H ( const yarp::sig::Matrix & _H )

Returns the measurement transition matrix.

Parameters

_H	Measurement matrix.

Returns: true/false on success/failure.

Definition at line 154 of file kalman.cpp.

◆ set_Q()

bool Kalman::set_Q ( const yarp::sig::Matrix & _Q )

Returns the process noise covariance matrix.

Parameters

_Q	Process noise covariance matrix.

Returns: true/false on success/failure.

Definition at line 168 of file kalman.cpp.

◆ set_R()

bool Kalman::set_R ( const yarp::sig::Matrix & _R )

Returns the measurement noise covariance matrix.

Parameters

_R	Mearurement noise covariance matrix.

Returns: true/false on success/failure.

Definition at line 181 of file kalman.cpp.

Member Data Documentation

◆ A

yarp::sig::Matrix iCub::ctrl::Kalman::A

protected

Definition at line 44 of file kalman.h.

◆ At

yarp::sig::Matrix iCub::ctrl::Kalman::At

protected

Definition at line 44 of file kalman.h.

◆ B

yarp::sig::Matrix iCub::ctrl::Kalman::B

protected

Definition at line 46 of file kalman.h.

◆ H

yarp::sig::Matrix iCub::ctrl::Kalman::H

protected

Definition at line 45 of file kalman.h.

◆ Ht

yarp::sig::Matrix iCub::ctrl::Kalman::Ht

protected

Definition at line 45 of file kalman.h.

◆ I

yarp::sig::Matrix iCub::ctrl::Kalman::I

protected

Definition at line 49 of file kalman.h.

◆ K

yarp::sig::Matrix iCub::ctrl::Kalman::K

protected

Definition at line 53 of file kalman.h.

◆ m

size_t iCub::ctrl::Kalman::m

protected

Definition at line 58 of file kalman.h.

◆ n

size_t iCub::ctrl::Kalman::n

protected

Definition at line 57 of file kalman.h.

◆ P

yarp::sig::Matrix iCub::ctrl::Kalman::P

protected

Definition at line 52 of file kalman.h.

◆ Q

yarp::sig::Matrix iCub::ctrl::Kalman::Q

protected

Definition at line 47 of file kalman.h.

◆ R

yarp::sig::Matrix iCub::ctrl::Kalman::R

protected

Definition at line 48 of file kalman.h.

◆ S

yarp::sig::Matrix iCub::ctrl::Kalman::S

protected

Definition at line 54 of file kalman.h.

◆ validationGate

double iCub::ctrl::Kalman::validationGate

protected

Definition at line 55 of file kalman.h.

◆ x

yarp::sig::Vector iCub::ctrl::Kalman::x

protected

Definition at line 51 of file kalman.h.

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

icub-main/src/libraries/ctrlLib/include/iCub/ctrl/kalman.h
icub-main/src/libraries/ctrlLib/src/kalman.cpp

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ Kalman() [1/3]

◆ Kalman() [2/3]

◆ Kalman() [3/3]

Member Function Documentation

◆ correct()

◆ filt() [1/2]

◆ filt() [2/2]

◆ get_A()

◆ get_B()

◆ get_H()

◆ get_K()

◆ get_P()

◆ get_Q()

◆ get_R()

◆ get_S()

◆ get_ValidationGate()

◆ get_x()

◆ get_y()

◆ init()

◆ initialize()

◆ predict() [1/2]

◆ predict() [2/2]

◆ set_A()

◆ set_B()

◆ set_H()

◆ set_Q()

◆ set_R()

Member Data Documentation

◆ A

◆ At

◆ B

◆ H

◆ Ht

◆ I

◆ K

◆ m

◆ n

◆ P

◆ Q

◆ R

◆ S

◆ validationGate

◆ x