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https://github.com/gnss-sdr/gnss-sdr
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Update cubature filter library to align with coding conventions
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@ -84,7 +84,7 @@ void Cubature_filter::initialize(const arma::mat& x_pred_0, const arma::mat& P_x
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/*
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* Perform the prediction step of the cubature Kalman filter
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*/
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void Cubature_filter::predict_sequential(const arma::vec& x_post, const arma::mat& P_x_post, ModelFunction* transition_fcn, const arma::mat& noise_covariance)
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void Cubature_filter::predict_sequential(const arma::vec& x_post, const arma::mat& P_x_post, Model_Function* transition_fcn, const arma::mat& noise_covariance)
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{
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// Compute number of cubature points
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int nx = x_post.n_elem;
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@ -125,7 +125,7 @@ void Cubature_filter::predict_sequential(const arma::vec& x_post, const arma::ma
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/*
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* Perform the update step of the cubature Kalman filter
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*/
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void Cubature_filter::update_sequential(const arma::vec& z_upd, const arma::vec& x_pred, const arma::mat& P_x_pred, ModelFunction* measurement_fcn, const arma::mat& noise_covariance)
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void Cubature_filter::update_sequential(const arma::vec& z_upd, const arma::vec& x_pred, const arma::mat& P_x_pred, Model_Function* measurement_fcn, const arma::mat& noise_covariance)
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{
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// Compute number of cubature points
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int nx = x_pred.n_elem;
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@ -188,8 +188,3 @@ arma::mat Cubature_filter::get_P_x_est() const
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{
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return P_x_est;
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}
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double Cubature_filter::func_number(double number, TestModel* func)
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{
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return (*func)(number);
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}
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@ -45,19 +45,11 @@
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#include <gnuradio/gr_complex.h>
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// Abstract model function
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class ModelFunction{
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class Model_Function{
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public:
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ModelFunction() {};
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Model_Function() {};
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virtual arma::vec operator() (arma::vec input) = 0;
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virtual ~ModelFunction() = default;
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};
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class TestModel{
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public:
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TestModel() {};
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//virtual arma::vec operator() (arma::vec input) = 0;
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virtual double operator() (double input) = 0;
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virtual ~TestModel() = default;
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virtual ~Model_Function() = default;
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};
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class Cubature_filter
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@ -73,8 +65,8 @@ public:
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void initialize(const arma::mat& x_pred_0, const arma::mat& P_x_pred_0);
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// Prediction and estimation
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void predict_sequential(const arma::vec& x_post, const arma::mat& P_x_post, ModelFunction* transition_fcn, const arma::mat& noise_covariance);
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void update_sequential(const arma::vec& z_upd, const arma::vec& x_pred, const arma::mat& P_x_pred, ModelFunction* measurement_fcn, const arma::mat& noise_covariance);
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void predict_sequential(const arma::vec& x_post, const arma::mat& P_x_post, Model_Function* transition_fcn, const arma::mat& noise_covariance);
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void update_sequential(const arma::vec& z_upd, const arma::vec& x_pred, const arma::mat& P_x_pred, Model_Function* measurement_fcn, const arma::mat& noise_covariance);
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// Getters
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arma::mat get_x_pred() const;
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@ -82,9 +74,6 @@ public:
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arma::mat get_x_est() const;
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arma::mat get_P_x_est() const;
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//Test-dev
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double func_number(double number, TestModel* func);
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private:
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arma::vec x_pred_out;
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arma::mat P_x_pred_out;
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@ -35,17 +35,17 @@
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#define CUBATURE_TEST_N_TRIALS 1000
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class TransitionModel : public ModelFunction {
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class Transition_Model : public Model_Function {
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public:
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TransitionModel(arma::mat kf_F) {coeff_mat = kf_F;};
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Transition_Model(arma::mat kf_F) {coeff_mat = kf_F;};
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virtual arma::vec operator() (arma::vec input) {return coeff_mat*input;};
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private:
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arma::mat coeff_mat;
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};
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class MeasurementModel : public ModelFunction {
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class Measurement_Model : public Model_Function {
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public:
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MeasurementModel(arma::mat kf_H) {coeff_mat = kf_H;};
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Measurement_Model(arma::mat kf_H) {coeff_mat = kf_H;};
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virtual arma::vec operator() (arma::vec input) {return coeff_mat*input;};
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private:
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arma::mat coeff_mat;
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@ -83,8 +83,8 @@ TEST(CubatureFilterComputationTest, CubatureFilterTest)
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arma::mat kf_P_y;
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arma::mat kf_K;
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ModelFunction* transition_function;
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ModelFunction* measurement_function;
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Model_Function* transition_function;
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Model_Function* measurement_function;
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//--- Perform initializations ------------------------------
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@ -112,7 +112,7 @@ TEST(CubatureFilterComputationTest, CubatureFilterTest)
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kf_F = arma::randu<arma::mat>(nx,nx);
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kf_Q = arma::diagmat(arma::randu<arma::vec>(nx,1));
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transition_function = new TransitionModel(kf_F);
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transition_function = new Transition_Model(kf_F);
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arma::mat ttx = (*transition_function)(kf_x_post);
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kf_cubature.predict_sequential(kf_x_post,kf_P_x_post,transition_function,kf_Q);
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@ -135,7 +135,7 @@ TEST(CubatureFilterComputationTest, CubatureFilterTest)
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kf_y = kf_H*(kf_F*kf_x + eta) + nu;
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measurement_function = new MeasurementModel(kf_H);
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measurement_function = new Measurement_Model(kf_H);
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kf_cubature.update_sequential(kf_y,kf_x_pre,kf_P_x_pre,measurement_function,kf_R);
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ckf_x_post = kf_cubature.get_x_est();
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