sc_imm.h File Reference

Ineractive Multiple Model filter object. More...

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Classes
class	IMM
	Interactive Multiple Model Filter. More...

Typedefs
typedef ml_matrix(*	jump_func) (void *context)
	A function used to provide the jump probabilities.

Detailed Description

Implements an interactive multiple model filter (IMM).  

To create and use a filter, do the following:
<ol>
    <li>Construct a IMM object.
    <li>Set the filter mode (state or parameter).
    <li>Set the filter parameters.
    <li>Set the integrator time information (time and time step).
    <li>Set the initial state, covariance, and (only in parameter mode) parameters.
    <li>Set the noise covariance matrices (process and measurement).
    <li>Set the update functions (state, integrator (for state), and measurement).
    <li>Set the context data if needed by the state or measurement functions
    <li>Use the filter:
            <ol>
                    <li>get the current state/parameter/covariance,
                    <li>set the integrator current time, and
                    <li>update the filter based on new measurements, as appropriate.
            </ol>
    <li>When finished with it, destroy the IMM object.
</ol>