ekf2.h File Reference

Header file for the second order extended Kalman filter implementation, for a nonlinear system. More...

#include <math.h>
#include <assert.h>
#include <armadillo>

Go to the source code of this file.

Classes
class	EKF2
	Implemetation of the extended Kalman filter. This class needs to be derived. More...

Macros
#define	_USE_MATH_DEFINES

Detailed Description

Header file for the second order extended Kalman filter implementation, for a nonlinear system.

Author

Auralius Manurung

Date

25 Jan 2017

DESCRIPTION

Define a non-linear discrete-time process:

\[x_k = f(x_{k-1}, u_{k-1}) + v_{k-1}\]

\[z_k = h(x_k) + w_k\]

where:
\(f\) is the dynamic model of the system
\(h\) is the measurement model of the system
\(v\) is the process noise (Gaussian with covariance Q)
\(w\) is the measurement noise (Gaussian with covariance R)
\(x\) is the state vector
\(z\) is the output vector
\(u\) is the input vector

Macro Definition Documentation

_USE_MATH_DEFINES

#define _USE_MATH_DEFINES