algebra.hpp File Reference

Data Structures
struct	KFKey
	Keys used to interface with Kalman filter objects. More...
struct	FilterChunk
struct	ComponentsDetails
struct	KFMeas
	Object to hold measurements, design matrices, and residuals for multiple observations. More...
struct	InitialState
	Object to hold the values used to initialise new states when adding to the kalman filter object. More...
struct	KFStatistics
struct	KFMeasList
struct	KFMeasEntryList
struct	Exponential
struct	KFState_
	Kalman filter object. More...
struct	KFState
	Wrapper to protect main KFState_ structure from multithreading issues. More...
struct	KFMeasEntry
	Object to hold an individual measurement. More...

Functions
InitialState	initialStateFromConfig (const KalmanModel &kalmanModel, int index=0)
KFState	mergeFilters (const vector< KFState * > &kfStatePointerList, const vector< KF > &stateList)
MatrixXi	correlationMatrix (MatrixXd &P)
void	outputResiduals (Trace &trace, KFMeas &kfMeas, int iteration, string suffix, int begH, int numH)
bool	isPositiveSemiDefinite (MatrixXd &mat)
int	filter_ (const double *x, const double *P, const double *H, const double *v, const double *R, int n, int m, double *xp, double *Pp)
double *	mat (int n, int m)
int *	imat (int n, int m)
double *	zeros (int n, int m)
double *	eye (int n)
double	dot (const double *a, const double *b, int n)
double	norm (const double *a, int n)
void	matcpy (double *A, const double *B, int n, int m)
void	matmul (const char *tr, int n, int k, int m, double alpha, const double *A, const double *B, double beta, double *C)
int	matinv (double *A, int n)
int	solve (const char *tr, const double *A, const double *Y, int n, int m, double *X)

Typedefs
typedef std::ostream	Trace
typedef bool(*	StateRejectCallback) (Trace &trace, KFState &kfState, KFMeas &meas, const KFKey &key, bool postFit)
typedef bool(*	MeasRejectCallback) (Trace &trace, KFState &kfState, KFMeas &meas, int index, bool postFit)

Typedef Documentation

MeasRejectCallback

typedef bool(* MeasRejectCallback) (Trace &trace, KFState &kfState, KFMeas &meas, int index, bool postFit)

StateRejectCallback

typedef bool(* StateRejectCallback) (Trace &trace, KFState &kfState, KFMeas &meas, const KFKey &key, bool postFit)

Trace

typedef std::ostream Trace

Function Documentation

correlationMatrix()

MatrixXi correlationMatrix

(

MatrixXd &

P

)

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dot()

double dot	(	const double *	a,
		const double *	b,
		int	n )

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eye()

double * eye

(

int

n

)

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filter_()

int filter_	(	const double *	x,
		const double *	P,
		const double *	H,
		const double *	v,
		const double *	R,
		int	n,
		int	m,
		double *	xp,
		double *	Pp )

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imat()

int * imat	(	int	n,
		int	m )

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initialStateFromConfig()

InitialState initialStateFromConfig	(	const KalmanModel &	kalmanModel,
		int	index = 0 )

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isPositiveSemiDefinite()

bool isPositiveSemiDefinite

(

MatrixXd &

mat

)

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mat()

double * mat	(	int	n,
		int	m )

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matcpy()

void matcpy	(	double *	A,
		const double *	B,
		int	n,
		int	m )

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matinv()

int matinv	(	double *	A,
		int	n )

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matmul()

void matmul	(	const char *	tr,
		int	n,
		int	k,
		int	m,
		double	alpha,
		const double *	A,
		const double *	B,
		double	beta,
		double *	C )

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mergeFilters()

KFState mergeFilters	(	const vector< KFState * > &	kfStatePointerList,
		const vector< KF > &	stateList )

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norm()

double norm	(	const double *	a,
		int	n )

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outputResiduals()

void outputResiduals	(	Trace &	trace,
		KFMeas &	kfMeas,
		int	iteration,
		string	suffix,
		int	begH,
		int	numH )

Parameters

trace	Trace file to output to
kfMeas	Measurements, noise, and design matrix
iteration	Number of iterations prior to this check
suffix	Suffix to use in header
begH	Index of first measurement to process
numH	Number of measurements to process

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solve()

int solve	(	const char *	tr,
		const double *	A,
		const double *	Y,
		int	n,
		int	m,
		double *	X )

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zeros()

double * zeros	(	int	n,
		int	m )

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