vpKalmanFilter.h

/****************************************************************************
 *
 * $Id: vpKalmanFilter.h 4649 2014-02-07 14:57:11Z fspindle $
 *
 * This file is part of the ViSP software.
 * Copyright (C) 2005 - 2014 by INRIA. All rights reserved.
 * 
 * This software is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License
 * ("GPL") version 2 as published by the Free Software Foundation.
 * See the file LICENSE.txt at the root directory of this source
 * distribution for additional information about the GNU GPL.
 *
 * For using ViSP with software that can not be combined with the GNU
 * GPL, please contact INRIA about acquiring a ViSP Professional 
 * Edition License.
 *
 * See http://www.irisa.fr/lagadic/visp/visp.html for more information.
 * 
 * This software was developed at:
 * INRIA Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 * http://www.irisa.fr/lagadic
 *
 * If you have questions regarding the use of this file, please contact
 * INRIA at visp@inria.fr
 * 
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
 * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
 *
 *
 * Description:
 * Kalman filtering.
 *
 * Authors:
 * Eric Marchand
 * Fabien Spindler
 *
 *****************************************************************************/

#ifndef vpKalmanFilter_h
#define vpKalmanFilter_h

#include <visp/vpMatrix.h>
#include <visp/vpColVector.h>

#include <math.h>

class VISP_EXPORT vpKalmanFilter
{
protected :
  //bool init_done ;

  long iter ;

  unsigned int size_state ;
  unsigned int size_measure ;
  unsigned int nsignal ;

  bool verbose_mode;

public:
  vpKalmanFilter() ;
  vpKalmanFilter(unsigned int n_signal) ;
  vpKalmanFilter(unsigned int size_state, unsigned int size_measure, unsigned int n_signal) ;
  virtual ~vpKalmanFilter() {};
  void setNumberOfSignal(unsigned int n_signal)
  {
    this->nsignal = n_signal;
  }

  // int init() { return init_done ; }
  void init(unsigned int size_state, unsigned int size_measure, unsigned int n_signal) ;
  void prediction() ;
  void filtering(vpColVector &z) ;
  unsigned int getStateSize() { return size_state; };
  unsigned int getMeasureSize() { return size_measure; };
  unsigned int getNumberOfSignal() { return nsignal; };
  int getIteration() { return iter ; }
  void verbose(bool on) { verbose_mode = on;};

public:
  vpColVector Xest ;
  vpColVector Xpre ;
  vpMatrix F ;

  vpMatrix H ;

  vpMatrix R ;
  vpMatrix Q ;
  double dt ;

protected:
  vpMatrix Ppre ;

  vpMatrix Pest ;

  vpMatrix W ;

  vpMatrix I ;
} ;



#endif