Struct KalmanFilter

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,
}

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)

Fields

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

Implementations

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,

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

Returns the previous estimate

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

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.

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.

pub fn replace_state(&self) -> bool

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

Overwrites all of the process noises to the one provided

impl<T> KalmanFilter<T, U3>

where T: State, DefaultAllocator: Allocator<<T as State>::Size> + Allocator<<T as State>::VecLength> + Allocator<U3> + Allocator<<T as State>::Size, <T as State>::Size> + Allocator<U3, U3> + Allocator<<T as State>::Size, U3> + Allocator<U3, <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 fn new(initial_estimate: KfEstimate<T>, variant: KalmanVariant) -> Self

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

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,

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

Set (or replaces) the existing process noise configuration.

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

Set (or replaces) the existing process noise configuration.

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.

Trait Implementations

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,

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

Returns a duplicate of the value.

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

Performs copy-assignment from source.

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,

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

Formats the value using the given formatter.