ukf.h File Reference

Header file for the Unscented Kalman filter (UKF). More...

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

Go to the source code of this file.

Classes
class	UKF
	Implemetation of the Unscented Kalman filter. This class needs to be derived. More...

Macros
#define	_USE_MATH_DEFINES

Detailed Description

Header file for the Unscented Kalman filter (UKF).

Author

Auralius Manurung

Date

13 Peb 2021

DESCRIPTION

The implementation is based on the paper: Wan, E. A., & Van Der Merwe, R. (2006). The unscented Kalman filter for nonlinear estimation. Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium (Cat. No.00EX373), 31(2), 153–158. https://doi.org/10.1109/ASSPCC.2000.882463

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