vpKalmanFilter.h

/****************************************************************************
 *
 * This file is part of the ViSP software.
 * Copyright (C) 2005 - 2017 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 as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 * 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://visp.inria.fr for more information.
 *
 * This software was developed at:
 * Inria Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 *
 * 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 <visp3/core/vpColVector.h>
#include <visp3/core/vpMatrix.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();
  explicit 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(const vpColVector &z);
  unsigned int getStateSize() { return size_state; };
  unsigned int getMeasureSize() { return size_measure; };
  unsigned int getNumberOfSignal() { return nsignal; };
  long 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;
  vpMatrix Ppre;

  vpMatrix Pest;

protected:
  vpMatrix W;

  vpMatrix I;
};

#endif