00001 /* MLPACK 0.2 00002 * 00003 * Copyright (c) 2008, 2009 Alexander Gray, 00004 * Garry Boyer, 00005 * Ryan Riegel, 00006 * Nikolaos Vasiloglou, 00007 * Dongryeol Lee, 00008 * Chip Mappus, 00009 * Nishant Mehta, 00010 * Hua Ouyang, 00011 * Parikshit Ram, 00012 * Long Tran, 00013 * Wee Chin Wong 00014 * 00015 * Copyright (c) 2008, 2009 Georgia Institute of Technology 00016 * 00017 * This program is free software; you can redistribute it and/or 00018 * modify it under the terms of the GNU General Public License as 00019 * published by the Free Software Foundation; either version 2 of the 00020 * License, or (at your option) any later version. 00021 * 00022 * This program is distributed in the hope that it will be useful, but 00023 * WITHOUT ANY WARRANTY; without even the implied warranty of 00024 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00025 * General Public License for more details. 00026 * 00027 * You should have received a copy of the GNU General Public License 00028 * along with this program; if not, write to the Free Software 00029 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 00030 * 02110-1301, USA. 00031 */ 00041 #ifndef KALMAN_H 00042 #define KALMAN_H 00043 #include "fastlib/fastlib.h" 00044 #include "kalman_helper.h" 00045 00059 void KalmanFiltTimeInvariantMstUpdate(const ssm& lds, const Vector& y_t, 00060 const Vector& x_pred_t, 00061 const Matrix& p_pred_t, 00062 const Vector& y_pred_t, 00063 const Matrix& inno_cov_t, 00064 Vector& x_hat_t, Matrix& p_hat_t, 00065 Matrix& k_gain_t); 00066 00083 void KalmanFiltTimeInvariantTimeUpdate(const ssm& lds, const Vector& x_hat_t, 00084 const Matrix& p_hat_t, 00085 const Vector& y_t, const Vector& u_t, 00086 Vector& x_pred_t_next, 00087 Vector& y_pred_t_next, 00088 Matrix& p_pred_t_next, 00089 Matrix& inno_cov_t_next); 00090 00091 #endif 00092
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