vpKalmanFilter.h

/*
 * ViSP, open source Visual Servoing Platform software.
 * Copyright (C) 2005 - 2024 by Inria. All rights reserved.
 *
 * This software is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 * See the file LICENSE.txt at the root directory of this source
 * distribution for additional information about the GNU GPL.
 *
 * For using ViSP with software that can not be combined with the GNU
 * GPL, please contact Inria about acquiring a ViSP Professional
 * Edition License.
 *
 * See https://visp.inria.fr for more information.
 *
 * This software was developed at:
 * Inria Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 *
 * If you have questions regarding the use of this file, please contact
 * Inria at visp@inria.fr
 *
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
 * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
 *
 * Description:
 * Kalman filtering.
 */

 
#ifndef VP_KALMAN_FILTER_H
#define VP_KALMAN_FILTER_H
 
#include <visp3/core/vpColVector.h>
#include <visp3/core/vpMatrix.h>
 
#include <math.h>
 
BEGIN_VISP_NAMESPACE
class VISP_EXPORT vpKalmanFilter
{
protected:
  // bool init_done ;

  long iter;

  unsigned int size_state;
  unsigned int size_measure;
  unsigned int nsignal;

  bool verbose_mode;
 
public:
  vpKalmanFilter();
  VP_EXPLICIT vpKalmanFilter(unsigned int n_signal);
  vpKalmanFilter(unsigned int size_state, unsigned int size_measure, unsigned int n_signal);
#if (VISP_CXX_STANDARD > VISP_CXX_STANDARD_98)
  vpKalmanFilter(const vpKalmanFilter &) = default;
  virtual ~vpKalmanFilter() = default;
#else
  virtual ~vpKalmanFilter() { }
#endif
  void setNumberOfSignal(unsigned int n_signal) { this->nsignal = n_signal; }
 
  // int init() { return init_done ; }
  void init(unsigned int size_state, unsigned int size_measure, unsigned int n_signal);
  void prediction();
  void filtering(const vpColVector &z);
  unsigned int getStateSize() { return size_state; }
  unsigned int getMeasureSize() { return size_measure; }
  unsigned int getNumberOfSignal() { return nsignal; }
  long getIteration() { return iter; }
 
#if (VISP_CXX_STANDARD > VISP_CXX_STANDARD_98)
  vpKalmanFilter &operator=(const vpKalmanFilter &) = default;
#endif
  void verbose(bool on) { verbose_mode = on; }
 
public:
  vpColVector Xest;
  vpColVector Xpre;
  vpMatrix F;

  vpMatrix H;

  vpMatrix R;
  vpMatrix Q;
  double dt;
  vpMatrix Ppre;

  vpMatrix Pest;
 
protected:
  vpMatrix W;

  vpMatrix I;
};
END_VISP_NAMESPACE
#endif