kfilter.hpp

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// This file is part of kfilter.
// kfilter is a C++ variable-dimension extended kalman filter library.
//
// Copyright (C) 2004        Vincent Zalzal, Sylvain Marleau
// Copyright (C) 2001, 2004  Richard Gourdeau
// Copyright (C) 2004        GRPR and DGE's Automation sector
//                           École Polytechnique de Montréal
//
// Code adapted from algorithms presented in :
//      Bierman, G. J. "Factorization Methods for Discrete Sequential
//      Estimation", Academic Press, 1977.
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA

#ifndef KFILTER_HPP
#define KFILTER_HPP


#include "kalman/ekfilter.hpp"

namespace Kalman {

  // TODO : il faut que E(v) == 0 && E(w) == 0 !!!


  template<typename T, K_UINT_32 BEG, bool OQ = false, 
           bool OVR = false, bool DBG = true>
  class KFilter : public EKFilter<T, BEG, OQ, OVR, DBG> {
  public:

    virtual ~KFilter() = 0;
    
  protected:

    virtual void makeBaseB();

    virtual void makeB();
    
    Matrix B;

  private:

    virtual void makeProcess();

    virtual void makeMeasure();

    virtual void sizeUpdate();

    Vector x__;
  };

}

#include "kalman/kfilter_impl.hpp"

#endif

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