29 #include <Base/Debug/Debug.hh>
30 #include <Base/Math/Matrix.hh>
31 #include <Base/Math/Vector.hh>
32 #include <MathAlgo/SVD.hh>
97 { cov = Covariance_; }
128 #endif // __Kalman_hh__
computes and holds the singular value decomposition of a rectangular (not necessarily quadratic) Matr...
Matrix< double > Identity_
identity matrix
int SystemStateDim_
dimensions of system space and measurement space
void GetState(Vector< double > &state) const
Returns the system state.
void GetCovariance(Matrix< double > &cov) const
Returns the system state covariance.
SVD svd_
needed for matrix inversion
Matrix< double > Covariance_
The covariance matrix corresponding to State_.
Vector< double > State_
Contains either the prediction (prior) or Bayes optimal system estimate (posterior) depending what fu...