Kalman.hpp File Reference

Implements the adaptation of a fuzzy model by the extended Kalman filter. More...

#include <flt/derivatives.hpp>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_linalg.h>

Include dependency graph for Kalman.hpp:

Go to the source code of this file.

Namespaces
	FLT
	Fuzzy Logic Tools (FLT) namespace.

Functions
TNT::Array1D< double >	FLT::KalmanAntec (System &Model, TNT::Array1D< double > &input, TNT::Array1D< double > &output, TNT::Array2D< double > &covariance, TNT::Array2D< double > &P, TNT::Array2D< double > &Phi)
	Computes antecedets adjust by the discrete extended Kalman filter. More...
TNT::Array1D< double >	FLT::KalmanAntec (System &Model, TNT::Array1D< double > &input, TNT::Array1D< double > &output, TNT::Array2D< double > &covariance, TNT::Array2D< double > &P)
	Computes antecedets adjust by the discrete extended Kalman filter where Phi is assumed to be the identity matrix. More...
TNT::Array1D< double >	FLT::KalmanConseq (System &Model, TNT::Array1D< double > &input, TNT::Array1D< double > &output, TNT::Array2D< double > &covariance, TNT::Array2D< double > &P, TNT::Array2D< double > &Phi)
	Computes consequents adjust by the discrete extended Kalman filter. More...
TNT::Array1D< double >	FLT::KalmanConseq (System &Model, TNT::Array1D< double > &input, TNT::Array1D< double > &output, TNT::Array2D< double > &covariance, TNT::Array2D< double > &P)
	Computes consequents adjust by the discrete extended Kalman filter where Phi is assumed to be the identity matrix. More...
TNT::Array1D< double >	FLT::KalmanFuz (System &Model, TNT::Array1D< double > &input, TNT::Array1D< double > &output, TNT::Array2D< double > &covariance, TNT::Array2D< double > &P, TNT::Array2D< double > &Phi)
	Computes the simultaneous adjustment of antecedets and consequents by the discrete extended Kalman filter. More...
TNT::Array1D< double >	FLT::KalmanFuz (System &Model, TNT::Array1D< double > &input, TNT::Array1D< double > &output, TNT::Array2D< double > &covariance, TNT::Array2D< double > &P)
	Computes the simultaneous adjustment of antecedets and consequents by the discrete extended Kalman filter where Phi is assumed to be the identity matrix. More...

Detailed Description

Implements the adaptation of a fuzzy model by the extended Kalman filter.

See also

For Template Numerical Toolkit (TNT) documentation see http://math.nist.gov/tnt
For GNU Scientific Library (GSL) documentation see http://gnu.org/software/gsl