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Cognitoware.Robotics.dll
Cognitoware.Robotics.StateEstimation

Class ExtendedKalmanFilter<X, U, Z>
X: The x type.
U: The actions type.
Z: The x type.

System.Object
Cognitoware.Robotics.StateEstimation.ExtendedKalmanFilter<X, U, Z>

Implemented Interfaces

Cognitoware.Robotics.StateEstimation.BayesFilter<X>

Summary

A Bayes filter that uses a Gaussian as the x belief and the Jabcobian (gradient) of nonlinear sensor and action models.

Constructor Summary

ExtendedKalmanFilter()

Method Summary

BayesianInference(ExtendedKalmanSensorModel<Z>, Z, GaussianMoment<X>)
Updates a belief with a sensor model and a sensor.
Equals(Object)
Inherited from System.Object
Finalize()
Inherited from System.Object
GetHashCode()
Inherited from System.Object
GetType()
Inherited from System.Object
Marginalize(ExtendedKalmanActionModel<U>, GaussianMoment<U>, GaussianMoment<X>)
Marginalize(ExtendedKalmanActionModel<U>, U, GaussianMoment<X>)
Updates a belief with an action model and an action.
MemberwiseClone()
Inherited from System.Object
ToString()
Inherited from System.Object
UpdateBeliefWithAction(U)
Updates the x with the specified action.
UpdateBeliefWithObservation(Z)
Update the x with the specified x.

Details

A Bayes filter that uses a Gaussian as the x belief and the Jabcobian (gradient) of nonlinear sensor and action models. The action and sensor model may be any differentiable function. The user is responsible for creating the Jacobian matrix from the fuction derivatives. The Jacobian matrix will probably be different for different actions and observations.

Constructor Details

public ExtendedKalmanFilter()

Method Details

public GaussianMoment<X> BayesianInference(ExtendedKalmanSensorModel<Z> model, Z observation, GaussianMoment<X> belief)
Updates a belief with a sensor model and a sensor. This function allows you to update a belief that is different than the filter belief with a sensor model that is different than the filter sensor model.

Parameters:

model - The sensor model to use for the belief update.
observation - The observation to use for the belief update.
belief - The belief to update.

Returns:

The posterior belief after applying the action to the prior belief.

public GaussianMoment<X> Marginalize(ExtendedKalmanActionModel<U> model, GaussianMoment<U> action, GaussianMoment<X> belief)

public GaussianMoment<X> Marginalize(ExtendedKalmanActionModel<U> model, U action, GaussianMoment<X> belief)
Updates a belief with an action model and an action. This function allows you to update a belief that is different than the filter belief with an action model that is different than the filter action model.

Parameters:

model - The action model to use for the belief update.
action - The action to use for the belief update.
belief - The belief to update.

Returns:

The posterior belief after applying the action to the prior belief.

public final virtual void UpdateBeliefWithAction(U action)
Updates the x with the specified action.

Parameters:

action - The action used to update the x belief.

public final virtual void UpdateBeliefWithObservation(Z observation)
Update the x with the specified x.

Parameters:

observation - The observation used to update the x belief.


Questions, Comments and Licensing
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