Crate minikalman

Kalman Filters for Embedded Targets (in Rust)

This is the Rust port of the kalman-clib library, a microcontroller targeted Kalman filter implementation. Uses micromath for square root calculations on no_std.

This implementation uses statically allocated buffers for all matrix operations. Due to lack of const generics for array allocations in Rust, this crate also provides helper macros to create the required arrays (see e.g. create_buffer_A).

Macros

• create_buffer_A
  Creates a buffer fitting the state transition matrix (num_states × num_states).
• create_buffer_B
  Creates a buffer fitting the input transition matrix (num_states × num_inputs).
• create_buffer_BQ_temp
  Creates a buffer fitting the temporary B×Q matrix (num_states × num_states).
• create_buffer_H
  Creates a buffer fitting the measurement transformation matrix (num_measurements × num_states).
• create_buffer_K
  Creates a buffer fitting the Kalman gain matrix (num_states × num_measurements).
• create_buffer_P
  Creates a buffer fitting the state covariance matrix (num_states × num_states).
• create_buffer_P_temp
  Creates a buffer fitting the temporary P matrix (num_states × num_states).
• create_buffer_Q
  Creates a buffer fitting the input covariance matrix (num_inputs × num_inputs).
• create_buffer_R
  Creates a buffer fitting the measurement uncertainty matrix (num_measurements × num_measurements).
• create_buffer_S
  Creates a buffer fitting the innovation covariance matrix (num_measurements × num_measurements).
• create_buffer_temp_BQ
  Creates a buffer fitting the temporary B×Q buffer (num_measurements × num_measurements).
• create_buffer_temp_HP
  Creates a buffer fitting the temporary H×P matrix (num_measurements × num_states).
• create_buffer_temp_KHP
  Creates a buffer fitting the temporary K×(H×P) buffer (num_states × num_measurements).
• create_buffer_temp_P
  Creates a buffer fitting the temporary P buffer (num_states × num_states).
• create_buffer_temp_PHt
  Creates a buffer fitting the temporary P×H^-1 buffer (num_states × num_measurements).
• create_buffer_temp_S_inv
  Creates a buffer fitting the temporary S-inverted (num_measurements × num_measurements).
• create_buffer_temp_x
  Creates a buffer fitting the temporary x predictions (num_states × 1).
• create_buffer_u
  Creates a buffer fitting the input vector (num_inputs × 1).
• create_buffer_x
  Creates a buffer fitting the state vector (num_states × 1).
• create_buffer_y
  Creates a buffer fitting the innovation vector (num_measurements × 1).
• create_buffer_z
  Creates a buffer fitting the measurement vector z (num_measurements × 1).

Structs

• Kalman
  Kalman Filter structure.
• Matrix
  A matrix wrapping a data buffer.
• Measurement
  Kalman Filter measurement structure.

Type Definitions

• matrix_data_t