kalman-cpp
Implementation of Kalman Filter in C++
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Header file for the 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 | EKF |
Implemetation of the extended Kalman filter. This class needs to be derived. More... | |
Macros | |
#define | _USE_MATH_DEFINES |
Header file for the extended Kalman filter implementation, for a nonlinear system.
Define a non-linear discrete-time process:
xk=f(xk−1,uk−1)+vk−1
zk=h(xk)+wk
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
#define _USE_MATH_DEFINES |