Struct KalmanFilter

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pub struct KalmanFilter<T, A>
where A: DimName, T: State, DefaultAllocator: Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<A> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<A, A> + Allocator<<T as State>::Size, A> + Allocator<A, <T as State>::Size>, <DefaultAllocator as Allocator<<T as State>::Size>>::Buffer<f64>: Copy, <DefaultAllocator as Allocator<<T as State>::Size, <T as State>::Size>>::Buffer<f64>: Copy,
{ pub prev_estimate: KfEstimate<T>, pub process_noise: Vec<ProcessNoise<A>>, pub variant: KalmanVariant, pub prev_used_snc: usize, }
Expand description

Defines both a Classical and an Extended Kalman filter (CKF and EKF) T: Type of state A: Acceleration size (for SNC) M: Measurement size (used for the sensitivity matrix)

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§prev_estimate: KfEstimate<T>

The previous estimate used in the KF computations.

§process_noise: Vec<ProcessNoise<A>>

A sets of process noise (usually noted Q), must be ordered chronologically

§variant: KalmanVariant

The variant of this Kalman filter.

§prev_used_snc: usize

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impl<T, A> KalmanFilter<T, A>
where A: DimName, T: State, DefaultAllocator: Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<A> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<A, A> + Allocator<<T as State>::Size, A> + Allocator<A, <T as State>::Size>, <DefaultAllocator as Allocator<<T as State>::Size>>::Buffer<f64>: Copy, <DefaultAllocator as Allocator<<T as State>::Size, <T as State>::Size>>::Buffer<f64>: Copy,

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pub fn previous_estimate(&self) -> &KfEstimate<T>

Returns the previous estimate

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pub fn set_previous_estimate(&mut self, est: &KfEstimate<T>)

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

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

May return a FilterError if the STM was not updated.

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pub fn measurement_update<M: DimName>( &mut self, nominal_state: T, real_obs: OVector<f64, M>, computed_obs: OVector<f64, M>, r_k: OMatrix<f64, M, M>, h_tilde: OMatrix<f64, M, <T as State>::Size>, resid_rejection: Option<ResidRejectCrit>, ) -> Result<(KfEstimate<T>, Residual<M>, Option<OMatrix<f64, <T as State>::Size, M>>), ODError>
where DefaultAllocator: Allocator<M> + Allocator<M, M> + Allocator<M, <T as State>::Size> + Allocator<<T as State>::Size, M> + Allocator<Const<1>, M>,

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

May return a FilterError if the STM or sensitivity matrices were not updated.

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pub fn replace_state(&self) -> bool

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pub fn set_process_noise(&mut self, snc: ProcessNoise<A>)

Overwrites all of the process noises to the one provided

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impl<T> KalmanFilter<T, U3>

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pub fn new(initial_estimate: KfEstimate<T>, variant: KalmanVariant) -> Self

Initializes this KF with an initial estimate, measurement noise, and one process noise

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impl<T, A> KalmanFilter<T, A>
where T: State, A: DimName, DefaultAllocator: Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<A> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<A, A> + Allocator<<T as State>::Size, A> + Allocator<A, <T as State>::Size>, <DefaultAllocator as Allocator<<T as State>::Size>>::Buffer<f64>: Copy, <DefaultAllocator as Allocator<<T as State>::Size, <T as State>::Size>>::Buffer<f64>: Copy,

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pub fn from_process_noise( initial_estimate: KfEstimate<T>, variant: KalmanVariant, process_noise: ProcessNoise<A>, ) -> Self

Set (or replaces) the existing process noise configuration.

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pub fn with_process_noise(self, process_noise: ProcessNoise<A>) -> Self

Set (or replaces) the existing process noise configuration.

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pub fn and_with_process_noise(self, process_noise: ProcessNoise<A>) -> Self

Pushes the provided process noise to the list the existing process noise configurations.

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impl<T, A> Clone for KalmanFilter<T, A>
where A: DimName + Clone, T: State + Clone, DefaultAllocator: Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<A> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<A, A> + Allocator<<T as State>::Size, A> + Allocator<A, <T as State>::Size>, <DefaultAllocator as Allocator<<T as State>::Size>>::Buffer<f64>: Copy, <DefaultAllocator as Allocator<<T as State>::Size, <T as State>::Size>>::Buffer<f64>: Copy,

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fn clone(&self) -> KalmanFilter<T, A>

Returns a copy of the value. Read more
1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<T, A> Debug for KalmanFilter<T, A>
where A: DimName + Debug, T: State + Debug, DefaultAllocator: Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<A> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<A, A> + Allocator<<T as State>::Size, A> + Allocator<A, <T as State>::Size>, <DefaultAllocator as Allocator<<T as State>::Size>>::Buffer<f64>: Copy, <DefaultAllocator as Allocator<<T as State>::Size, <T as State>::Size>>::Buffer<f64>: Copy,

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<T, A> !Freeze for KalmanFilter<T, A>

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impl<T, A> !RefUnwindSafe for KalmanFilter<T, A>

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impl<T, A> !Send for KalmanFilter<T, A>

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impl<T, A> !Sync for KalmanFilter<T, A>

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impl<T, A> !Unpin for KalmanFilter<T, A>

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impl<T, A> !UnwindSafe for KalmanFilter<T, A>

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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