Trait Filter

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pub trait Filter<T, A, M>where
    A: DimName,
    M: DimName,
    T: State,
    DefaultAllocator: Allocator<M> + Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<A> + Allocator<M, M> + Allocator<M, <T as State>::Size> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<A, A> + Allocator<<T as State>::Size, A> + Allocator<A, <T as State>::Size>,{
    type Estimate: Estimate<T>;

    // Required methods
    fn previous_estimate(&self) -> &Self::Estimate;
    fn set_previous_estimate(&mut self, est: &Self::Estimate);
    fn update_h_tilde(&mut self, h_tilde: OMatrix<f64, M, <T as State>::Size>);
    fn time_update(
        &mut self,
        nominal_state: T,
    ) -> Result<Self::Estimate, ODError>;
    fn measurement_update(
        &mut self,
        nominal_state: T,
        real_obs: &OVector<f64, M>,
        computed_obs: &OVector<f64, M>,
        measurement_covar: OMatrix<f64, M, M>,
        resid_rejection: Option<ResidRejectCrit>,
    ) -> Result<(Self::Estimate, Residual<M>), ODError>;
    fn is_extended(&self) -> bool;
    fn set_extended(&mut self, status: bool);
    fn set_process_noise(&mut self, snc: SNC<A>);
}

Expand description

Defines a Filter trait where S is the size of the estimated state, A the number of acceleration components of the EOMs (used for process noise matrix size), M the size of the measurements.

Required Associated Types§

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type Estimate: Estimate<T>

Required Methods§

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fn previous_estimate(&self) -> &Self::Estimate

Returns the previous estimate

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fn set_previous_estimate(&mut self, est: &Self::Estimate)

Set the previous estimate

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fn update_h_tilde(&mut self, h_tilde: OMatrix<f64, M, <T as State>::Size>)

Update the sensitivity matrix (or “H tilde”). This function must be called prior to each call to measurement_update.

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fn time_update(&mut self, nominal_state: T) -> Result<Self::Estimate, ODError>

Computes a time update/prediction at the provided nominal state (i.e. advances the filter estimate with the updated STM).

Returns an error if the STM was not updated.

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fn measurement_update( &mut self, nominal_state: T, real_obs: &OVector<f64, M>, computed_obs: &OVector<f64, M>, measurement_covar: OMatrix<f64, M, M>, resid_rejection: Option<ResidRejectCrit>, ) -> Result<(Self::Estimate, Residual<M>), ODError>

Computes the measurement update with a provided real observation and computed observation.

The nominal state is the state used for the computed observation. The real observation is the observation that was actually measured. The computed observation is the observation that was computed from the nominal state.

Returns the updated estimate and the residual. The residual may be zero if the residual ratio check prevented the ingestion of this measurement.

§Arguments

nominal_state: the nominal state at which the observation was computed.
real_obs: the real observation that was measured.
computed_obs: the computed observation from the nominal state.
measurement_covar: the measurement covariance associated with this time update (i./e. the square of the standard deviation)
resid_rejection: the automatic residual rejection criteria, if enabled.

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