Kalman filter object. More...

Detailed Description

Kalman filter object.

Contains most persistent parameters and values of state. Includes state vector, covariance, and process noise.

This object performs all operations on the kalman filter to ensure that edge cases are included and state kept in a valid configuration.

Inheritance diagram for KFState_:

Collaboration diagram for KFState_:

Data Fields
bool	lsqRequired = false
	Uninitialised parameters require least squares calculation.

GTime	time = {}

VectorXd	x
	State.

MatrixXd	P
	State Covariance.

VectorXd	dx
	Last filter update.

map< KFKey, int >	kfIndexMap
	Map from key to indexes of parameters in the state vector.

map< KFKey, map< KFKey, map< int, double > > >	stateTransitionMap

map< KFKey, double >	gaussMarkovTauMap

map< KFKey, double >	gaussMarkovMuMap

map< KFKey, double >	procNoiseMap

map< KFKey, double >	initNoiseMap

map< KFKey, Exponential >	exponentialNoiseMap

vector< StateRejectCallback >	stateRejectCallbacks

vector< MeasRejectCallback >	measRejectCallbacks

map< string, FilterChunk >	filterChunkMap

map< string, string >	metaDataMap

bool	chiQCPass = false

double	chi = 0

int	dof = 0

string	id = "KFState"

string	rts_basename = ""

bool	output_residuals = false

bool	outputMongoMeasurements = false

KFState *	alternate_ptr = nullptr

map< string, int >	statisticsMap

map< string, int >	statisticsMapSum

Data Fields inherited from FilterOptions
bool	simulate_filter_only = false

bool	assume_linearity = false

bool	advanced_postfits = false

bool	joseph_stabilisation = false

E_Inverter	inverter = E_Inverter::LDLT

PrefitOptions	prefitOpts

PostfitOptions	postfitOpts

ChiSquareOptions	chiSquareTest

Data Fields inherited from RtsOptions
string	rts_filename = "Filter-<CONFIG>-<RECEIVER>.rts"

string	rts_directory = "<OUTPUTS_ROOT>"

int	rts_lag = -1

int	rts_interval = 0

string	rts_smoothed_suffix = "_smoothed"

bool	output_intermediate_rts = false

bool	queue_rts_outputs = false

E_Inverter	rts_inverter = E_Inverter::LDLT

Field Documentation

◆ alternate_ptr

KFState* KFState_::alternate_ptr = nullptr

◆ chi

double KFState_::chi = 0

◆ chiQCPass

bool KFState_::chiQCPass = false

◆ dof

int KFState_::dof = 0

◆ dx

VectorXd KFState_::dx

Last filter update.

◆ exponentialNoiseMap

map<KFKey, Exponential> KFState_::exponentialNoiseMap

◆ filterChunkMap

map<string, FilterChunk> KFState_::filterChunkMap

◆ gaussMarkovMuMap

map<KFKey, double> KFState_::gaussMarkovMuMap

◆ gaussMarkovTauMap

map<KFKey, double> KFState_::gaussMarkovTauMap

◆ id

string KFState_::id = "KFState"

◆ initNoiseMap

map<KFKey, double> KFState_::initNoiseMap

◆ kfIndexMap

map<KFKey, int> KFState_::kfIndexMap

Map from key to indexes of parameters in the state vector.

◆ lsqRequired

bool KFState_::lsqRequired = false

Uninitialised parameters require least squares calculation.

◆ measRejectCallbacks

vector<MeasRejectCallback> KFState_::measRejectCallbacks

◆ metaDataMap

map<string, string> KFState_::metaDataMap

◆ output_residuals

bool KFState_::output_residuals = false

◆ outputMongoMeasurements

bool KFState_::outputMongoMeasurements = false

◆ P

MatrixXd KFState_::P

State Covariance.

◆ procNoiseMap

map<KFKey, double> KFState_::procNoiseMap

◆ rts_basename

string KFState_::rts_basename = ""

◆ stateRejectCallbacks

vector<StateRejectCallback> KFState_::stateRejectCallbacks

◆ stateTransitionMap

map<KFKey, map<KFKey, map<int, double> > > KFState_::stateTransitionMap

◆ statisticsMap

map<string, int> KFState_::statisticsMap

◆ statisticsMapSum

map<string, int> KFState_::statisticsMapSum

◆ time

GTime KFState_::time = {}

◆ x

VectorXd KFState_::x

State.

The documentation for this struct was generated from the following file:

/ginan/src/cpp/common/algebra.hpp