Struct kalman_filter::KalmanFilter
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pub struct KalmanFilter { pub state_pre: DMatrix<f32>, pub state_post: DMatrix<f32>, pub transition_matrix: DMatrix<f32>, pub control_matrix: Option<DMatrix<f32>>, pub measurement_matrix: DMatrix<f32>, pub process_noise_cov: DMatrix<f32>, pub measurement_noise_cov: DMatrix<f32>, pub error_cov_pre: DMatrix<f32>, pub gain: DMatrix<f32>, pub error_cov_post: DMatrix<f32>, // some fields omitted }
Fields
state_pre: DMatrix<f32>
x(k - 1)
state_post: DMatrix<f32>
x(k)
transition_matrix: DMatrix<f32>
A
control_matrix: Option<DMatrix<f32>>
B
measurement_matrix: DMatrix<f32>
H
process_noise_cov: DMatrix<f32>
Q
measurement_noise_cov: DMatrix<f32>
R
error_cov_pre: DMatrix<f32>
P(k - 1)
gain: DMatrix<f32>
K(k)
error_cov_post: DMatrix<f32>
P(k)
Methods
impl KalmanFilter
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pub fn new(
dynam_params: usize,
measure_params: usize,
control_params: usize
) -> Self
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dynam_params: usize,
measure_params: usize,
control_params: usize
) -> Self
dynamParams
: Dimensionality of the state.
measureParams
: Dimensionality of the measurement.
controlParams
: Dimensionality of the control vector.
pub fn predict(&mut self, control: Option<&[f32]>) -> &DMatrix<f32>
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Computes a predicted state.
pub fn correct(&mut self, measurement: &[f32]) -> &DMatrix<f32>
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Updates the predicted state from the measurement.
pub fn control_matrix(&mut self, slice: &[f32])
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setter
pub fn state_post(&mut self, slice: &[f32])
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setter
pub fn transition_matrix(&mut self, slice: &[f32])
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setter
pub fn measurement_matrix(&mut self, slice: &[f32])
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setter
pub fn process_noise_cov(&mut self, slice: &[f32])
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setter
pub fn measurement_noise_cov(&mut self, slice: &[f32])
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setter
pub fn error_cov_post(&mut self, slice: &[f32])
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setter