IMM Class Reference

Interactive Multiple Model Filter.

#include <sc_imm.h>

Public Member Functions
	IMM ()
	Constructor.
	~IMM ()
	Destructor.
void	intialize_filter_bank (const int size_bank)
	Sets the number of models in the filter bank. More...
void	set_filter_mode (const int n_filter, UKF_mode mode)
	Sets the filter mode. More...
void	set_filter_parameters (const int n_filter, const double alpha, const double kappa, const double beta)
	Sets the filter parameters. More...
void	set_integrator_time_info (double t, double dt)
	Sets the integrator time and time step. More...
void	set_initial_values (const ml_matrix &state0, const ml_matrix &covariance0, const ml_matrix &parameter0=ml_matrix())
	Sets the initial state and covariance. More...
void	set_noise_covariances (const int n_filter, const ml_matrix &Rp, const ml_matrix &Rm)
	Sets the noise covariance matrices. More...
void	set_state_function (const int n_filter, state_func state_fun)
	Sets the state function. More...
void	set_jump_function (jump_func jump_fun)
	Sets the jump function. More...
void	set_integrator (const int n_filter, integ_func integ_fun)
	Sets the integrator function. More...
void	set_measurement_function (const int n_filter, meas_func meas_fun)
	Sets the measurement function. More...
void	set_context (void *context)
	Sets the context pointer for data needed by the state or measurement functions. More...
ml_matrix	current_state (void) const
	Returns the current estimated state.
ml_matrix	current_covariance (void) const
	Returns the current estimated covariance.
ml_matrix	current_mode_probability (void) const
	Returns the current mode probability.
void	update_estimate (const ml_matrix &measurement)
	Updates the current estimate. More...

Member Function Documentation

intialize_filter_bank()

void IMM::intialize_filter_bank

(

const int

bank_size

)

Initializes the bank of UKF filters.

Parameters

bank_size

number of modes to be initialized.

set_filter_mode()

void IMM::set_filter_mode	(	const int	n_filter,
		UKF_mode	mode
	)

Parameters

n_filter	filter to be updated
mode	desired mode (from enum UKF_mode).

set_filter_parameters()

void IMM::set_filter_parameters	(	const int	n_filter,
		const double	alpha,
		const double	kappa,
		const double	beta
	)

Parameters

n_filter	filter to be updated
alpha	usually in [.0001,1]
kappa	0 for state estimation
beta	2 for normally distributed data

set_integrator_time_info()

void IMM::set_integrator_time_info	(	double	t,
		double	dt
	)

Parameters

t	time (s)
dt	timestep (s)

set_initial_values()

void IMM::set_initial_values	(	const ml_matrix &	state0,
		const ml_matrix &	covariance0,
		const ml_matrix &	parameter0 = ml_matrix()
	)

Sets the initial state, parameter and covariance.

Parameters

n_filter	filter to be updated
state0	state (nx1)
covariance0	covariance (nxn)
parameter0	parameter (nx1) (not used in state mode)

set_noise_covariances()

void IMM::set_noise_covariances	(	const int	n_filter,
		const ml_matrix &	Rp,
		const ml_matrix &	Rm
	)

Parameters

n_filter	filter to be updated
Rp	noise covariance matrix (nxn)
Rm	measurement covariance matrix (mxm)

set_state_function()

void IMM::set_state_function	(	const int	n_filter,
		state_func	state_fun
	)

Sets the state function, which is the right hand side of the state update.

Parameters

n_filter	filter to be updated
state_fun	a function pointer to a state_func function

set_jump_function()

void IMM::set_jump_function

(

jump_func

jump_fun

)

Parameters

jump_fun

a function pointer to a jump_func function

set_integrator()

void IMM::set_integrator	(	const int	n_filter,
		integ_func	integ_fun
	)

Sets the integrator function used to propagate the state.

Parameters

n_filter	filter to be updated
integ_fun	a function pointer to a integ_func function

set_measurement_function()

void IMM::set_measurement_function	(	const int	n_filter,
		meas_func	meas_fun
	)

Parameters

n_filter	filter to be updated
meas_fun	a function pointer to a meas_func function

set_context()

void IMM::set_context

(

void *

context

)

Sets the context pointer that will be passed in to the other functions.

Parameters

*context

a function pointer to a meas_func function

update_estimate()

void IMM::update_estimate

(

const ml_matrix &

measurement

)

Parameters

measurement

updated measurement vector (mx1)