BIAS::Kalman Class Reference

Classical Kalman filter. More...

#include <StateEstimator/Kalman.hh>

Inheritance diagram for BIAS::Kalman:

Collaboration diagram for BIAS::Kalman:

Public Member Functions
void	AddDebugLevel (const long int lv)
void	AddDebugLevel (const std::string &name)
bool	DebugLevelIsSet (const long int lv) const
bool	DebugLevelIsSet (const std::string &name) const
void	GetCovariance (Matrix< double > &cov) const
	Returns the system state covariance. More...
int	GetDebugLevel () const
std::ostream &	GetDebugStream () const
void	GetDebugStream (std::ostream &os) const
void	GetState (Vector< double > &state) const
	Returns the system state. More...
void	Init (const Matrix< double > &SystemMatrix, const Matrix< double > &MeasurementMatrix, const Vector< double > &InitialSystemState, const Matrix< double > &InitialSystemCovariance)
	Kalman ()
	Kalman (const Matrix< double > &SystemMatrix, const Matrix< double > &MeasurementMatrix, const Vector< double > &InitialSystemState, const Matrix< double > &InitialSystemCovariance)
long int	Name2DebugLevel (const std::string &name) const
	looks up a debuglevel in the internal map, returns 0 if not found More...
long int	NewDebugLevel (const std::string &name)
	creates a new debuglevel More...
void	Predict (const Matrix< double > &ProcessCovariance)
	Calculates the prediction using the system matrix A. More...
void	Predict (const Matrix< double > &SystemMatrix, const Matrix< double > &ProcessCovariance)
	Use this prediction function system in case of varying system matrix A. More...
void	PrintDebugLevel (std::ostream &os=std::cout) const
void	RemoveDebugLevel (const long int lv)
void	RemoveDebugLevel (const std::string &name)
void	SetDebugLevel (const long int lv)
void	SetDebugLevel (const std::string &name)
void	SetDebugStream (const std::ostream &os)
void	ShowDebugLevel (std::ostream &os=std::cout) const
	prints all internally known debuglevels More...
void	Update (const Vector< double > &Measurement, const Matrix< double > &MeasurementCovariance)
	Calculates the update step. More...
	~Kalman ()

Static Public Member Functions
static long int	GetGlobalDebugLevel ()
static void	SetGlobalDebugLevel (long int lev)

Protected Member Functions
long	ConsumeNextFreeDebuglevel_ ()
	returns the next available debuglevel More...

Protected Attributes
long int	_liDebugLevel
long int	_liNextDebugLevel
	new concept, debuglevel are managed here in the debug class More...
std::map< std::string, long int >	_String2Debuglevel
Matrix< double >	A_
	measurement matrix and transposed More...
Matrix< double >	AT_
Matrix< double >	Covariance_
	The covariance matrix corresponding to State_. More...
Matrix< double >	H_
	measurement matrix and transposed More...
Matrix< double >	HT_
Matrix< double >	Identity_
	identity matrix More...
int	MeasurementDim_
Vector< double >	State_
	Contains either the prediction (prior) or Bayes optimal system estimate (posterior) depending what function (Predict()/Update()) wascalled last. More...
SVD	svd_
	needed for matrix inversion More...
int	SystemStateDim_
	dimensions of system space and measurement space More...

Static Protected Attributes
static std::ostream	_zDebugStream
static long int	GlobalDebugLevel = 0

Detailed Description

Classical Kalman filter.

See http://www.cs.unc.edu/~welch/kalman/ for details.

Initialize it by either

• either calling Init
• or calling the approbriate constructor with the initial system state, the system matrix and the measurement matrix.

Use it by consecutively call

• Predict()
• Update()

Extract the prediction (prior) by calling GetState() and GetCovariance() after the Predict() step.

Extract the estimated system state by calling GetState() and GetCovariance() after the Update() step.

Author

Felix Woelk 05/2005, untested so far

Examples:

ExampleKalman.cpp.

Definition at line 54 of file Kalman.hh.

Constructor & Destructor Documentation

Kalman::Kalman

(

)

Definition at line 10 of file Kalman.cpp.

Kalman::Kalman	(	const Matrix< double > &	SystemMatrix,
		const Matrix< double > &	MeasurementMatrix,
		const Vector< double > &	InitialSystemState,
		const Matrix< double > &	InitialSystemCovariance
	)

Definition at line 15 of file Kalman.cpp.

Kalman::~Kalman

(

)

Definition at line 24 of file Kalman.cpp.

Member Function Documentation

void BIAS::Debug::AddDebugLevel ( const long int  lv )

inlineinherited

Examples:

EvaluateAlignment.cpp, ExampleAlignment.cpp, ExampleMinMax.cpp, ExampleRANSAC_double.cpp, ExampleRANSACPlane.cpp, and ExampleTriangulateOptimal.cpp.

Definition at line 355 of file Debug.hh.

Referenced by BIAS::GLProjectionParametersBase::AddDebugLevel(), BIAS::Triangulation::CorrectCorrespondences(), BIAS::FilterBase< InputStorageType, OutputStorageType >::FilterBase(), BIAS::ShowCamWxVideoSourceFactory::OpenDevice(), and BIAS::SceneOpenSceneGraph::SceneOpenSceneGraph().

void BIAS::Debug::AddDebugLevel ( const std::string &  name )

inlineinherited

Definition at line 362 of file Debug.hh.

long BIAS::Debug::ConsumeNextFreeDebuglevel_ ( )

inlineprotectedinherited

returns the next available debuglevel

Author

woelk 09/2006

Definition at line 521 of file Debug.hh.

bool BIAS::Debug::DebugLevelIsSet ( const long int  lv ) const

inlineinherited

Examples:

ExampleTriangulateOptimal.cpp.

Definition at line 341 of file Debug.hh.

Referenced by BIAS::GenSynthMatches::_AddUniformDistributedOutliers(), BIAS::GenSynthMatches::_CreateCamMovement(), BIAS::GenSynthMatches::_CreateStatic2DPoints(), BIAS::UnscentedTransform::ComputeSigmaPoints_(), BIAS::Triangulation::CorrectCorrespondences(), BIAS::GenSynthMatches::GetGTNormalizedF(), BIAS::MonteCarloTransform::GetSamples_(), and BIAS::MonteCarloTransform::Transform().

bool BIAS::Debug::DebugLevelIsSet ( const std::string &  name ) const

inlineinherited

Definition at line 350 of file Debug.hh.

void BIAS::Kalman::GetCovariance ( Matrix< double > &  cov ) const

inline

Returns the system state covariance.

It could be the covariance of the prediction, if called after the predict step or the covariance of the posterior, if GetState is called after the update step.

Author

woelk 05/2005

Examples:

ExampleKalman.cpp.

Definition at line 96 of file Kalman.hh.

int BIAS::Debug::GetDebugLevel ( ) const

inlineinherited

Examples:

ExampleCamera.cpp, ExampleCamPoseCalib.cpp, ExampleCopy.cpp, and ExampleParabola.cpp.

Definition at line 332 of file Debug.hh.

Referenced by BIAS::listenthread(), BIAS::Image< StorageType >::operator=(), and BIAS::ImageBase::operator=().

std::ostream& BIAS::Debug::GetDebugStream ( ) const

inlineinherited

Definition at line 405 of file Debug.hh.

void BIAS::Debug::GetDebugStream ( std::ostream &  os ) const

inlineinherited

Definition at line 414 of file Debug.hh.

static long int BIAS::Debug::GetGlobalDebugLevel ( )

inlinestaticinherited

Definition at line 431 of file Debug.hh.

void BIAS::Kalman::GetState ( Vector< double > &  state ) const

inline

Returns the system state.

It could be the prediction, if called after the predict step or the posterior, if GetState is called after the update step.

Author

woelk 05/2005

Examples:

ExampleKalman.cpp.

Definition at line 89 of file Kalman.hh.

void Kalman::Init	(	const Matrix< double > &	SystemMatrix,
		const Matrix< double > &	MeasurementMatrix,
		const Vector< double > &	InitialSystemState,
		const Matrix< double > &	InitialSystemCovariance
	)

Examples:

ExampleKalman.cpp.

Definition at line 27 of file Kalman.cpp.

References TNT::Matrix< T >::newsize(), TNT::Matrix< T >::num_rows(), TNT::Vector< T >::size(), and BIAS::Matrix< T >::Transpose().

long int BIAS::Debug::Name2DebugLevel ( const std::string &  name ) const

inlineinherited

looks up a debuglevel in the internal map, returns 0 if not found

Author

woelk 09/2006

Definition at line 454 of file Debug.hh.

long int BIAS::Debug::NewDebugLevel ( const std::string &  name )

inlineinherited

creates a new debuglevel

Author

woelk 09/2006

Definition at line 474 of file Debug.hh.

Referenced by BIAS::COSAC< SolutionType >::COSAC(), BIAS::ProjectionParametersPerspectiveDepth::Init(), BIAS::MonteCarloTransform::MonteCarloTransform(), BIAS::PMatrixEstimation::PMatrixEstimation(), BIAS::PreemptiveRANSAC< SolutionType >::PreemptiveRANSAC(), BIAS::RANSACPreKnowledge< SolutionType >::RANSACPreKnowledge(), BIAS::ROI::ROI(), BIAS::RotationAveraging::RotationAveraging(), BIAS::SceneOpenSceneGraph::SceneOpenSceneGraph(), BIAS::ThreeDOutOpenSceneGraph::ThreeDOutOpenSceneGraph(), BIAS::Triangulation::Triangulation(), and BIAS::UnscentedTransform::UnscentedTransform().

void Kalman::Predict

(

const Matrix< double > &

ProcessCovariance

)

Calculates the prediction using the system matrix A.

Author

woelk 05/2005

Examples:

ExampleKalman.cpp.

Definition at line 51 of file Kalman.cpp.

void Kalman::Predict	(	const Matrix< double > &	SystemMatrix,
		const Matrix< double > &	ProcessCovariance
	)

Use this prediction function system in case of varying system matrix A.

Author

woelk 05/2005

Definition at line 59 of file Kalman.cpp.

void BIAS::Debug::PrintDebugLevel ( std::ostream &  os = std::cout ) const

inlineinherited

Definition at line 383 of file Debug.hh.

void BIAS::Debug::RemoveDebugLevel ( const long int  lv )

inlineinherited

Definition at line 369 of file Debug.hh.

void BIAS::Debug::RemoveDebugLevel ( const std::string &  name )

inlineinherited

Definition at line 376 of file Debug.hh.

void BIAS::Debug::SetDebugLevel ( const long int  lv )

inlineinherited

Examples:

ExampleCamera.cpp, ExampleCamPoseCalib.cpp, ExampleCopy.cpp, ExampleDcam.cpp, ExampleDcamImageConvert.cpp, ExampleDirectToDisk.cpp, ExampleGrabTrippleFromXB3.cpp, ExampleHarrisColor.cpp, ExampleLDA.cpp, ExampleLineMatcher.cpp, ExampleMDCamToShm.cpp, ExampleParabola.cpp, ExamplePMatrix.cpp, ExamplePtGreyHiresColor.cpp, ExampleVideoSource_Shm.cpp, and Scan1394Bus.cpp.

Definition at line 318 of file Debug.hh.

Referenced by BIAS::ShowCamWxVideoSourceFactory::CreateBumbleBee(), BIAS::ShowCamWxVideoSourceFactory::CreateDCAM(), BIAS::VideoSource_MDcam::ScanBus(), BIAS::GLProjectionParametersBase::SetDebugLevel(), BIAS::VideoSource_Disk::VideoSource_Disk(), BIAS::VideoSource_DV2::VideoSource_DV2(), BIAS::VideoSource_DV::VideoSource_DV_Internal_Init_(), and BIAS::VideoSource_V4L::VideoSource_V4L().

void BIAS::Debug::SetDebugLevel ( const std::string &  name )

inlineinherited

Definition at line 325 of file Debug.hh.

void BIAS::Debug::SetDebugStream ( const std::ostream &  os )

inlineinherited

Definition at line 398 of file Debug.hh.

static void BIAS::Debug::SetGlobalDebugLevel ( long int  lev )

inlinestaticinherited

Definition at line 424 of file Debug.hh.

void BIAS::Debug::ShowDebugLevel ( std::ostream &  os = std::cout ) const

inlineinherited

prints all internally known debuglevels

Author

woelk 09/2006

Definition at line 496 of file Debug.hh.

void Kalman::Update	(	const Vector< double > &	Measurement,
		const Matrix< double > &	MeasurementCovariance
	)

Calculates the update step.

Author

woelk 05/2005

Examples:

ExampleKalman.cpp.

Definition at line 72 of file Kalman.cpp.

References TNT::Matrix< T >::num_cols(), TNT::Matrix< T >::num_rows(), and TNT::Vector< T >::size().

Member Data Documentation

long int BIAS::Debug::_liDebugLevel

protectedinherited

Definition at line 510 of file Debug.hh.

Referenced by BIAS::Debug::operator=(), and BIAS::ImageBase::operator=().

long int BIAS::Debug::_liNextDebugLevel

protectedinherited

new concept, debuglevel are managed here in the debug class

Definition at line 516 of file Debug.hh.

Referenced by BIAS::Debug::operator=().

std::map<std::string, long int> BIAS::Debug::_String2Debuglevel

protectedinherited

Definition at line 517 of file Debug.hh.

Referenced by BIAS::Debug::operator=().

std::ostream BIAS::Debug::_zDebugStream

staticprotectedinherited

Definition at line 511 of file Debug.hh.

Referenced by BIAS::Debug::operator=().

Matrix<double> BIAS::Kalman::A_

protected

measurement matrix and transposed

Definition at line 110 of file Kalman.hh.

Matrix<double> BIAS::Kalman::AT_

protected

Definition at line 110 of file Kalman.hh.

Matrix<double> BIAS::Kalman::Covariance_

protected

The covariance matrix corresponding to State_.

Definition at line 104 of file Kalman.hh.

long int BIAS::Debug::GlobalDebugLevel = 0

staticprotectedinherited

Definition at line 513 of file Debug.hh.

Matrix<double> BIAS::Kalman::H_

protected

measurement matrix and transposed

Definition at line 107 of file Kalman.hh.

Matrix<double> BIAS::Kalman::HT_

protected

Definition at line 107 of file Kalman.hh.

Matrix<double> BIAS::Kalman::Identity_

protected

identity matrix

Definition at line 113 of file Kalman.hh.

int BIAS::Kalman::MeasurementDim_

protected

Definition at line 116 of file Kalman.hh.

Vector<double> BIAS::Kalman::State_

protected

Contains either the prediction (prior) or Bayes optimal system estimate (posterior) depending what function (Predict()/Update()) wascalled last.

Definition at line 102 of file Kalman.hh.

SVD BIAS::Kalman::svd_

protected

needed for matrix inversion

Definition at line 119 of file Kalman.hh.

int BIAS::Kalman::SystemStateDim_

protected

dimensions of system space and measurement space

Definition at line 116 of file Kalman.hh.

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The documentation for this class was generated from the following files:

• StateEstimator/Kalman.hh
• StateEstimator/Kalman.cpp