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Made kalman filter correction function usable.

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jgoppert 2015-11-09 19:52:55 -05:00
parent 222a97e73f
commit e972a0a111
1 changed files with 6 additions and 3 deletions
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9
matrix/filter.hpp
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@ -6,17 +6,20 @@ namespace matrix {
template<typename Type, size_t M, size_t N>
void kalman_correct(
const Matrix<Type, M, M> & P,
const SquareMatrix<Type, M> & P,
const Matrix<Type, N, M> & C,
const Matrix<Type, N, N> & R,
const SquareMatrix<Type, N> & R,
const Vector<Type, N> &r,
Vector<Type, M> & dx,
SquareMatrix<Type, M> & dP,
float & beta
)
{
SquareMatrix<Type, N> S_I = SquareMatrix<Type, N>(C*P*C.T() + R).I();
dx = P*C.T()*S_I*r;
Matrix<Type, M, N> K = P*C.T()*S_I;
dx = K*r;
beta = Scalar<Type>(r.T()*S_I*r);
dP = K*C*P*(-1);
}
}; // namespace matrix