EstimationUtils.hpp File Reference

#include <Eigen/Dense>
#include <janus/janus.hpp>

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Namespaces
namespace	vulcan
namespace	vulcan::estimation

Functions
template<typename Scalar, int M>
Scalar	vulcan::estimation::normalized_innovation_squared (const Eigen::Matrix< Scalar, M, 1 > &innovation, const Eigen::Matrix< Scalar, M, M > &S)
	Compute normalized innovation squared (NIS).
template<typename Scalar, int M>
bool	vulcan::estimation::passes_gate (const Eigen::Matrix< Scalar, M, 1 > &innovation, const Eigen::Matrix< Scalar, M, M > &S, double threshold)
	Chi-squared gating for outlier rejection.
template<typename Scalar, int M>
bool	vulcan::estimation::measurement_passes_gate (const Eigen::Matrix< Scalar, M, 1 > &z, const Eigen::Matrix< Scalar, M, 1 > &z_pred, const Eigen::Matrix< Scalar, M, M > &S, double threshold)
	Compute innovation and check gate in one call.
template<int N, int M>
Eigen::Matrix< double, N, N >	vulcan::estimation::joseph_update (const Eigen::Matrix< double, N, N > &P_prior, const Eigen::Matrix< double, N, M > &K, const Eigen::Matrix< double, M, N > &H, const Eigen::Matrix< double, M, M > &R)
	Joseph form covariance update.
double	vulcan::estimation::chi_squared_threshold (int dof, double confidence=0.95)
	Chi-squared threshold lookup.
template<int N>
Eigen::Matrix< double, N, N >	vulcan::estimation::symmetrize (const Eigen::Matrix< double, N, N > &P)
	Enforce covariance matrix symmetry.