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Updates to integration of bayesian_estimation library into GPS L1 kalman tracking block

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This commit is contained in:
Gerald LaMountain
2018-08-13 21:18:01 -04:00
parent 032e73e727
commit e42467a068
5 changed files with 148 additions and 22 deletions
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26
src/algorithms/tracking/libs/bayesian_estimation.cc
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@@ -42,8 +42,14 @@
Bayesian_estimator::Bayesian_estimator()
{
int ny = 1;
mu_prior = arma::zeros(ny,1);
kappa_prior = 0;
nu_prior = 0;
Psi_prior = arma::eye(ny,ny) * (nu_prior + ny + 1);
mu_est = mu_prior;
Psi_est = Psi_prior;
}
Bayesian_estimator::Bayesian_estimator(int ny)
@@ -52,6 +58,9 @@ Bayesian_estimator::Bayesian_estimator(int ny)
kappa_prior = 0;
nu_prior = 0;
Psi_prior = arma::eye(ny,ny) * (nu_prior + ny + 1);
mu_est = mu_prior;
Psi_est = Psi_prior;
}
Bayesian_estimator::Bayesian_estimator(arma::vec mu_prior_0, int kappa_prior_0, int nu_prior_0, arma::mat Psi_prior_0)
@@ -60,12 +69,26 @@ Bayesian_estimator::Bayesian_estimator(arma::vec mu_prior_0, int kappa_prior_0,
kappa_prior = kappa_prior_0;
nu_prior = nu_prior_0;
Psi_prior = Psi_prior_0;
mu_est = mu_prior;
Psi_est = Psi_prior;
}
Bayesian_estimator::~Bayesian_estimator()
{
}
void Bayesian_estimator::init(arma::vec mu_prior_0, int kappa_prior_0, int nu_prior_0, arma::mat Psi_prior_0)
{
mu_prior = mu_prior_0;
kappa_prior = kappa_prior_0;
nu_prior = nu_prior_0;
Psi_prior = Psi_prior_0;
mu_est = mu_prior;
Psi_est = Psi_prior;
}
/*
* Perform Bayesian noise estimation using the normal-inverse-Wishart priors stored in
* the class structure, and update the priors according to the computed posteriors
@@ -152,10 +175,9 @@ void Bayesian_estimator::update_sequential(arma::vec data, arma::vec mu_prior_0,
kappa_prior = kappa_posterior;
nu_prior = nu_posterior;
Psi_prior = Psi_posterior;
}
arma::vec Bayesian_estimator::get_mu_est()
arma::mat Bayesian_estimator::get_mu_est()
{
return mu_est;
}

5
src/algorithms/tracking/libs/bayesian_estimation.h
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@@ -65,14 +65,15 @@ public:
Bayesian_estimator(arma::vec mu_prior_0, int kappa_prior_0, int nu_prior_0, arma::mat Psi_prior_0);
~Bayesian_estimator();
void init(arma::vec mu_prior_0, int kappa_prior_0, int nu_prior_0, arma::mat Psi_prior_0);
void update_sequential(arma::vec data);
void update_sequential(arma::vec data, arma::vec mu_prior_0, int kappa_prior_0, int nu_prior_0, arma::mat Psi_prior_0);
arma::vec get_mu_est();
arma::mat get_mu_est();
arma::mat get_Psi_est();
private:
arma::vec mu_est;
arma::mat Psi_est;