kalman-cpp
Implementation of Kalman Filter in C++
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Header file for the Kalman filter, for a linear system. More...
#include <math.h>
#include <assert.h>
#include <armadillo>
Go to the source code of this file.
Classes | |
class | KF |
Kalman filter implementation, for a linear system. More... | |
Macros | |
#define | _USE_MATH_DEFINES |
Header file for the Kalman filter, for a linear system.
Define a system:
xk=Axk−1+Buk−1+vk−1
zk=Hxk+wk
where:
v is the process noise (Gaussian with covariance Q)
w is the measurement noise (Gaussian with covariance R)
A is the system matrix
B is the input matrix
H is the output matrix
x is the state vector
z is the output vector
u is the input vector
#define _USE_MATH_DEFINES |