Processing math: 100%
kalman-cpp
Implementation of Kalman Filter in C++
ekf.h File Reference

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
 

Detailed Description

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

Author
Auralius Manurung
Date
18 Apr 2015

DESCRIPTION

Define a non-linear discrete-time process:

xk=f(xk1,uk1)+vk1

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

Macro Definition Documentation

◆ _USE_MATH_DEFINES

#define _USE_MATH_DEFINES