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include/state-observer/extended-kalman-filter.hpp,626
#define EXTENDEDKALMANFILTERHPP2,33
namespace observation6,117
template <unsigned n,observation::n12,251
template <unsigned n,unsigned m,observation::m12,251
template <unsigned n,unsigned m, unsigned p=observation::p12,251
template <unsigned n,observation::n68,2150
class ExtendedKalmanFilter<n,m,0>: public KalmanFilterBase<observation::KalmanFilterBase69,2185
class DynamicsFunctorBaseobservation::DynamicsFunctorBase72,2267
virtual typename ObserverBase<observation::DynamicsFunctorBase::ObserverBase75,2312
virtual typename ObserverBase<observation::DynamicsFunctorBase::ObserverBase76,2447
include/state-observer/extended-kalman-filter.hxx,2178
template <unsigned n,1,0
template <unsigned n,unsigned m,1,0
void ExtendedKalmanFilter<n,m,p>::setFunctor(setFunctor2,45
template <unsigned n,9,183
template <unsigned n,unsigned m,9,183
void ExtendedKalmanFilter<n,m,p>::clearFunctor(clearFunctor10,228
template <unsigned n,15,292
template <unsigned n,unsigned m,15,292
void ExtendedKalmanFilter<n,m,p>::setDirectInputOutputFeedthrough(setDirectInputOutputFeedthrough16,337
template <unsigned n,21,451
template <unsigned n,unsigned m,21,451
typename ObserverBase<n,m,p>::StateVector ExtendedKalmanFilter<n,m,p>::prediction_(prediction_22,496
template <unsigned n,34,855
template <unsigned n,unsigned m,34,855
typename ObserverBase<n,m,p>::StateVector ExtendedKalmanFilter<n,m,p>::getPrediction(getPrediction35,900
template <unsigned n,44,1268
template <unsigned n,unsigned m,44,1268
ExtendedKalmanFilter<n,m,p>::simulateSensor_(simulateSensor_46,1357
template <unsigned n,69,2009
template <unsigned n,unsigned m,69,2009
ExtendedKalmanFilter<n,m,p>::getAMatrixFD(getAMatrixFD71,2149
template <unsigned n,95,2763
template <unsigned n,unsigned m,95,2763
ExtendedKalmanFilter<n,m,p>::getCMatrixFD(getCMatrixFD97,2911
template <unsigned n,120,3509
template <unsigned n,unsigned m,120,3509
void ExtendedKalmanFilter<n,m,p>::reset(reset121,3554
template <unsigned n,130,3671
typename ObserverBase<n,m,0>::StateVector ExtendedKalmanFilter<n,m,0>::prediction_(prediction_131,3704
template <unsigned n,143,4058
typename ObserverBase<n,m,0>::StateVector ExtendedKalmanFilter<n,m,0>::getPrediction(getPrediction144,4091
template <unsigned n,151,4342
ExtendedKalmanFilter<n,m,0>::simulateSensor_(simulateSensor_153,4419
template <unsigned n,161,4660
void ExtendedKalmanFilter<n,m,0>::setFunctor(setFunctor162,4693
template <unsigned n,167,4813
void ExtendedKalmanFilter<n,m,0>::clearFunctor(clearFunctor168,4846
template <unsigned n,175,4912
ExtendedKalmanFilter<n,m,0>::getAMatrixFD(getAMatrixFD177,5050
template <unsigned n,198,5619
ExtendedKalmanFilter<n,m,0>::getCMatrixFD(getCMatrixFD200,5756
template <unsigned n,222,6339
void ExtendedKalmanFilter<n,m,0>::reset(reset223,6372
include/state-observer/kalman-filter-base.hpp,2013
#define KALMANFILTERBASEHPP24,641
namespace observation28,722
template <unsigned n,observation::n46,1230
template <unsigned n,unsigned m,observation::m46,1230
template <unsigned n,unsigned m, unsigned p=observation::p46,1230
typedef Eigen::Matrix<double, n,n> Amatrix;observation::Amatrix52,1393
typedef Eigen::Matrix<double, m,n> Cmatrix;observation::Cmatrix55,1478
typedef Eigen::Matrix<double, n,n> Qmatrix;observation::Qmatrix59,1597
typedef Eigen::Matrix<double, m,m> Rmatrix;observation::Rmatrix62,1712
typedef Eigen::Matrix<double, n,n> Pmatrix;observation::Pmatrix66,1839
typedef Eigen::Matrix<double, n,m> Kmatrix;observation::Kmatrix115,3052
typedef DiscreteTimeMatrix<n,n> Amat_;observation::Amat_128,3633
typedef DiscreteTimeMatrix<m,n> Cmat_;observation::Cmat_129,3675
typedef DiscreteTimeMatrix<n,n> Qmat_;observation::Qmat_132,3791
typedef DiscreteTimeMatrix<m,m> Rmat_;observation::Rmat_133,3839
typedef DiscreteTimeMatrix<n,n> Pmat_;observation::Pmat_137,3969
*/ template <unsigned n,observation::n163,4648
class KalmanFilterBase<n,m,0>: public ZeroDelayObserver<observation::ZeroDelayObserver164,4689
typedef Eigen::Matrix<double, n,n> Amatrix;observation::Amatrix169,4807
typedef Eigen::Matrix<double, m,n> Cmatrix;observation::Cmatrix172,4891
typedef Eigen::Matrix<double, n,n> Qmatrix;observation::Qmatrix176,5009
typedef Eigen::Matrix<double, m,m> Rmatrix;observation::Rmatrix179,5124
typedef Eigen::Matrix<double, n,n> Pmatrix;observation::Pmatrix183,5250
typedef Eigen::Matrix<double, n,m> Kmatrix;observation::Kmatrix227,6445
typedef DiscreteTimeMatrix<n,n> Amat_;observation::Amat_241,7020
typedef DiscreteTimeMatrix<m,n> Cmat_;observation::Cmat_242,7063
typedef DiscreteTimeMatrix<n,n> Qmat_;observation::Qmat_245,7180
typedef DiscreteTimeMatrix<m,m> Rmat_;observation::Rmat_246,7228
typedef DiscreteTimeMatrix<n,n> Pmat_;observation::Pmat_250,7366
include/state-observer/kalman-filter-base.hxx,3001
template <unsigned n,1,0
template <unsigned n,unsigned m,1,0
void KalmanFilterBase<n,m,p>::setA(setA2,46
template <unsigned n,7,157
template <unsigned n,unsigned m,7,157
void KalmanFilterBase<n,m,p>::clearA(clearA8,203
template <unsigned n,13,265
template <unsigned n,unsigned m,13,265
void KalmanFilterBase<n,m,p>::setC(setC14,311
template <unsigned n,19,423
template <unsigned n,unsigned m,19,423
void KalmanFilterBase<n,m,p>::clearC(clearC20,469
template <unsigned n,25,531
template <unsigned n,unsigned m,25,531
void KalmanFilterBase<n,m,p>::setR(setR26,577
template <unsigned n,31,690
template <unsigned n,unsigned m,31,690
void KalmanFilterBase<n,m,p>::clearR(clearR32,736
template <unsigned n,37,798
template <unsigned n,unsigned m,37,798
void KalmanFilterBase<n,m,p>::setQ(setQ38,844
template <unsigned n,43,958
template <unsigned n,unsigned m,43,958
void KalmanFilterBase<n,m,p>::clearQ(clearQ44,1004
template <unsigned n,49,1066
template <unsigned n,unsigned m,49,1066
void KalmanFilterBase<n,m,p>::setStateCovariance(setStateCovariance50,1112
template <unsigned n,55,1256
template <unsigned n,unsigned m,55,1256
void KalmanFilterBase<n,m,p>::clearStateCovariance(clearStateCovariance56,1302
template <unsigned n,61,1378
template <unsigned n,unsigned m,61,1378
typename ObserverBase<n,m,p>::StateVector KalmanFilterBase<n,m,p>::oneStepEstimation_(oneStepEstimation_62,1424
template <unsigned n,120,2935
template <unsigned n,unsigned m,120,2935
typename KalmanFilterBase<n,m,p>::Pmatrix KalmanFilterBase<n,m,p>::getStateCovariance(getStateCovariance121,2981
template <unsigned n,127,3132
template <unsigned n,unsigned m,127,3132
void KalmanFilterBase<n,m,p>::reset(reset128,3178
template <unsigned n,141,3362
void KalmanFilterBase<n,m,0>::setA(setA142,3396
template <unsigned n,147,3508
void KalmanFilterBase<n,m,0>::clearA(clearA148,3542
template <unsigned n,153,3604
void KalmanFilterBase<n,m,0>::setC(setC154,3638
template <unsigned n,159,3751
void KalmanFilterBase<n,m,0>::clearC(clearC160,3785
template <unsigned n,165,3847
void KalmanFilterBase<n,m,0>::setR(setR166,3881
template <unsigned n,171,3993
void KalmanFilterBase<n,m,0>::clearR(clearR172,4027
template <unsigned n,177,4089
void KalmanFilterBase<n,m,0>::setQ(setQ178,4123
template <unsigned n,183,4236
void KalmanFilterBase<n,m,0>::clearQ(clearQ184,4270
template <unsigned n,189,4332
void KalmanFilterBase<n,m,0>::setStateCovariance(setStateCovariance190,4366
template <unsigned n,195,4474
void KalmanFilterBase<n,m,0>::clearStateCovariance(clearStateCovariance196,4508
template <unsigned n,202,4586
typename ObserverBase<n,m,0>::StateVector KalmanFilterBase<n,m,0>::oneStepEstimation_(oneStepEstimation_203,4620
template <unsigned n,241,5643
typename KalmanFilterBase<n,m,0>::Pmatrix KalmanFilterBase<n,m,0>::getStateCovariance(getStateCovariance242,5677
template <unsigned n,248,5828
void KalmanFilterBase<n,m,0>::reset(reset249,5862
include/state-observer/kalman-filter.hpp,645
#define KALMANFILTERHPP2,25
namespace observation6,101
template <unsigned n,observation::n12,235
template <unsigned n,unsigned m,observation::m12,235
template <unsigned n,unsigned m, unsigned p=observation::p12,235
typedef Eigen::Matrix<double, n,p> Bmatrix;observation::Bmatrix16,351
typedef Eigen::Matrix<double, m,p> Dmatrix;observation::Dmatrix17,398
typedef DiscreteTimeMatrix<n,p> Bmat_;observation::Bmat_31,839
typedef DiscreteTimeMatrix<m,p> Dmat_;observation::Dmat_32,882
template <unsigned n,observation::n38,960
class KalmanFilter<n,m,0>: public KalmanFilterBase<observation::KalmanFilterBase39,995
include/state-observer/kalman-filter.hxx,1081
template <unsigned n,1,0
template <unsigned n,unsigned m,1,0
void KalmanFilter<n,m,p>::setB(setB2,46
template <unsigned n,7,150
template <unsigned n,unsigned m,7,150
void KalmanFilter<n,m,p>::clearB(clearB8,196
template <unsigned n,13,254
template <unsigned n,unsigned m,13,254
void KalmanFilter<n,m,p>::setD(setD14,300
template <unsigned n,19,404
template <unsigned n,unsigned m,19,404
void KalmanFilter<n,m,p>::clearD(clearD20,450
template <unsigned n,26,510
template <unsigned n,unsigned m,26,510
typename ObserverBase<n,m,p>::StateVector KalmanFilter<n,m,p>::prediction_(prediction_27,556
template <unsigned n,32,709
template <unsigned n,unsigned m,32,709
KalmanFilter<n,m,p>::simulateSensor_(simulateSensor_34,800
template <unsigned n,55,1326
template <unsigned n,unsigned m,55,1326
void KalmanFilter<n,m,p>::reset(reset56,1372
template <unsigned n,64,1481
typename ObserverBase<n,m,0>::StateVector KalmanFilter<n,m,0>::prediction_(prediction_65,1515
template <unsigned n,70,1643
KalmanFilter<n,m,0>::simulateSensor_(simulateSensor_72,1722
include/state-observer/observer-base.hpp,2246
#define OBSERVERBASEHPP20,463
namespace observation27,596
class ObserverException:observation::ObserverException36,771
ObserverException(observation::ObserverException::ObserverException39,837
virtual const char* what(observation::ObserverException::what43,920
const char* what_;observation::ObserverException::what_49,1026
class InitializationException:observation::InitializationException60,1205
InitializationException(observation::InitializationException::InitializationException63,1277
class TimeException:observation::TimeException76,1572
TimeException(observation::TimeException::TimeException79,1634
template<unsigned r,observation::r97,2134
class DiscreteTimeMatrixobservation::DiscreteTimeMatrix98,2168
typedef Eigen::Matrix<double,observation::DiscreteTimeMatrix::double105,2356
typedef Eigen::Matrix<double, r,observation::DiscreteTimeMatrix::r105,2356
typedef Eigen::Matrix<double, r,c> MatrixT;observation::DiscreteTimeMatrix::MatrixT105,2356
typedef Eigen::Matrix<double,observation::DiscreteTimeMatrix::double133,3198
typedef Eigen::Matrix<double, r,observation::DiscreteTimeMatrix::r133,3198
typedef Eigen::Matrix<double, r,c,observation::DiscreteTimeMatrix::c133,3198
typedef Eigen::Matrix<double, r,c,Eigen::DontAlign> MatrixTUnaligned;observation::DiscreteTimeMatrix::MatrixTUnaligned133,3198
bool isSet_;observation::DiscreteTimeMatrix::isSet_135,3278
unsigned k_;observation::DiscreteTimeMatrix::k_136,3294
MatrixTUnaligned v_;observation::DiscreteTimeMatrix::v_137,3310
template <unsigned n,observation::n154,3700
template <unsigned n,unsigned m,observation::m154,3700
template <unsigned n,unsigned m, unsigned p=observation::p154,3700
typedef Eigen::Matrix<double, n,1> StateVector;observation::StateVector178,4366
typedef Eigen::Matrix<double, m,1> MeasureVector;observation::MeasureVector179,4417
typedef Eigen::Matrix<double, p,1> InputVector;observation::InputVector180,4470
typedef DiscreteTimeMatrix<n,1> State;observation::State212,5570
typedef DiscreteTimeMatrix<m,1> Measure;observation::Measure213,5612
typedef DiscreteTimeMatrix<p,1> Input;observation::Input214,5656
include/state-observer/observer-base.hxx,776
template<unsigned r,2,2
DiscreteTimeMatrix<r, c>::DiscreteTimeMatrix(DiscreteTimeMatrix3,35
template<unsigned r,10,151
DiscreteTimeMatrix<r, c>::DiscreteTimeMatrix(DiscreteTimeMatrix11,184
template<unsigned r,17,265
void DiscreteTimeMatrix<r, c>::set(set18,298
template<unsigned r,25,402
void DiscreteTimeMatrix<r, c>::reset(reset26,435
template<unsigned r,32,507
typename DiscreteTimeMatrix<r, c>::MatrixT DiscreteTimeMatrix<r, c>::operator()(operator()33,540
template<unsigned r,41,731
const unsigned & DiscreteTimeMatrix<r, c>::getTime(getTime42,764
template<unsigned r,51,928
const bool & DiscreteTimeMatrix<r, c>::isSet(isSet52,961
template <unsigned n,57,1039
template <unsigned n,unsigned m,57,1039
void ObserverBase<n,m,p>::reset(reset58,1085
include/state-observer/zero-delay-observer.hpp,236
#define ZERODELAYOBSERVER_H18,489
namespace observation25,583
template <unsigned n,observation::n40,1128
template <unsigned n,unsigned m,observation::m40,1128
template <unsigned n,unsigned m, unsigned p=observation::p40,1128
include/state-observer/zero-delay-observer.hxx,1104
template <unsigned n,1,0
template <unsigned n,unsigned m,1,0
void ZeroDelayObserver<n,m,p>::setStatesetState2,46
template <unsigned n,18,348
template <unsigned n,unsigned m,18,348
void ZeroDelayObserver<n,m,p>::clearState(clearState19,394
template <unsigned n,24,461
template <unsigned n,unsigned m,24,461
void ZeroDelayObserver<n,m,p>::setMeasurementsetMeasurement25,507
template <unsigned n,45,1105
template <unsigned n,unsigned m,45,1105
void ZeroDelayObserver<n,m,p>::clearMeasurements(clearMeasurements46,1151
template <unsigned n,51,1225
template <unsigned n,unsigned m,51,1225
void ZeroDelayObserver<n,m,p>::setInputsetInput52,1271
template <unsigned n,72,1847
template <unsigned n,unsigned m,72,1847
void ZeroDelayObserver<n,m,p>::clearInputs(clearInputs73,1893
template <unsigned n,78,1961
template <unsigned n,unsigned m,78,1961
ZeroDelayObserver<n,m,p>::getEstimateState(getEstimateState80,2049
template <unsigned n,99,2384
template <unsigned n,unsigned m,99,2384
unsigned ZeroDelayObserver<n,m,p>::getCurrentTime(getCurrentTime100,2429
unit-testings/test-kalman-filter.cpp,907
typedef observation::KalmanFilter<4,3,2> filter;11,184
typedef observation::ExtendedKalmanFilter<4,3,1> ekf;12,233
filter f;13,287
ekf f2;14,297
class KalmanFunctor:KalmanFunctor16,306
KalmanFunctor(KalmanFunctor::KalmanFunctor20,370
virtual ekf::StateVector stateDynamics(KalmanFunctor::stateDynamics28,538
virtual ekf::MeasureVector measureDynamics(KalmanFunctor::measureDynamics36,776
void setA(KalmanFunctor::setA43,968
void setC(KalmanFunctor::setC48,1017
void doNothing KalmanFunctor::doNothing53,1066
ekf::StateVector s_;KalmanFunctor::s_56,1099
ekf::StateVector t_;KalmanFunctor::t_57,1121
ekf::MeasureVector m_;KalmanFunctor::m_58,1143
ekf::MeasureVector n_;KalmanFunctor::n_59,1167
ekf::Amatrix a_;KalmanFunctor::a_61,1192
ekf::Cmatrix c_;KalmanFunctor::c_62,1210
void testExtendedKalmanFilter(67,1234
void testKalmanFilter(172,3434
int main(272,5503