Public Member Functions | |
| CorrectionInProgress (StateType &state, MeasurementType &meas, types::SquareMatrix< n > const &P_, types::Matrix< n, m > const &PHt_, types::SquareMatrix< m > const &S) | |
| bool | finishCorrection (bool cancelIfNotFinite=true) |
| That's as far as we go here before you choose to continue. More... | |
Public Attributes | |
| types::SquareMatrix< n > | P |
| State error covariance. | |
| types::Matrix< n, m > | PHt |
| The kalman gain stuff to not invert (called P12 in TAG) | |
| Eigen::LDLT < types::SquareMatrix< m > > | denom |
| types::Vector< m > | deltaz |
| Measurement residual/delta z/innovation. | |
| types::Vector< n > | stateCorrection |
| Corresponding state change to apply. | |
| bool | stateCorrectionFinite |
| Is the state correction free of NaNs and +- infs? | |
Static Public Attributes | |
| static const types::DimensionType | m |
| Dimension of measurement. More... | |
| static const types::DimensionType | n |
| Dimension of state. More... | |
Definition at line 40 of file FlexibleKalmanCorrect.h.
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inline |
That's as far as we go here before you choose to continue.
Finish computing the rest and correct the state.
| cancelIfNotFinite | If the new error covariance is detected to contain non-finite values, should we cancel the correction and not apply it? |
Definition at line 88 of file FlexibleKalmanCorrect.h.
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static |
Dimension of measurement.
Definition at line 42 of file FlexibleKalmanCorrect.h.
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static |
Dimension of state.
Definition at line 45 of file FlexibleKalmanCorrect.h.
| Eigen::LDLT<types::SquareMatrix<m> > osvr::kalman::CorrectionInProgress< StateType, MeasurementType >::denom |
Decomposition of S
Not going to directly compute Kalman gain K = PHt (S^-1) Instead, decomposed S to solve things of the form (S^-1)x repeatedly later, by using the substitution Kx = PHt denom.solve(x)
Definition at line 70 of file FlexibleKalmanCorrect.h.