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July 31, 2016 22:12
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indirect_filter.pxd with flow chart
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| from ins_stabilization.algorithms.matrix2 cimport Matrix2, Vector2 | |
| # +----------------------------------------------------------------------------+ | |
| # | Indirect Wiener Process Filter | | |
| # | | | |
| # | +--+ state (update_sensor1) | | |
| # | | | | | |
| # | +---v--+----- +-----+ | | |
| # | | | | | | | |
| # | dx/dt sensor1 +---> Integrate +--------> add +----------> estimate of x | | |
| # | | | | | | | |
| # | +-----+------ +--^--+ | | |
| # | | | | | |
| # | |negate | | | |
| # | | | | | |
| # | +--v--+ +---+----+ | | |
| # | | | | +----+ state | | |
| # | x sensor2 +------> add +----------> Kalman | | (update_sensor2) | | |
| # | | | -error | <----+ | | |
| # | +-----+ +--------+ | | |
| # | | | |
| # +----------------------------------------------------------------------------+ | |
| cdef struct IndirectWienerFilterState: | |
| double last_variance_update | |
| double last_sensor1_value | |
| double estimated | |
| double error | |
| double error_variance | |
| double corrected | |
| cdef struct IndirectWienerFilterState2: | |
| double last_variance_update | |
| Vector2 last_sensor1_value | |
| Vector2 estimated | |
| Vector2 error | |
| Matrix2 error_variance | |
| Vector2 corrected | |
| cdef struct IndirectWienerFilterParams: | |
| double bias1 | |
| double bias2 | |
| double sigma1 | |
| double sigma2 | |
| double scale1 | |
| double scale2 | |
| cdef struct IndirectWienerFilterParams2: | |
| # bias and scale assumed to be 0 and 1 | |
| # Vector2 bias1 | |
| # Vector2 bias2 | |
| # Vector2 scale1 | |
| # Vector2 scale2 | |
| Matrix2 covariance1 | |
| Matrix2 covariance2 | |
| cdef update_indirect_wiener( | |
| IndirectWienerFilterParams* params, | |
| double time, double sensor1, double sensor2, | |
| IndirectWienerFilterState* state, | |
| IndirectWienerFilterState* out) | |
| cdef update_indirect_wiener_sensor1( | |
| IndirectWienerFilterParams* params, | |
| double time, double sensor1, | |
| IndirectWienerFilterState* state, | |
| IndirectWienerFilterState* out) | |
| cdef update_indirect_wiener_sensor2( | |
| IndirectWienerFilterParams* params, | |
| double time, double sensor2, | |
| IndirectWienerFilterState* state, | |
| IndirectWienerFilterState* out) | |
| cdef update_indirect_wiener2( | |
| IndirectWienerFilterParams2* params, | |
| double time, Vector2* sensor1, Vector2* sensor2, | |
| IndirectWienerFilterState2* state, | |
| IndirectWienerFilterState2* out) | |
| cdef update_indirect_wiener2_sensor1( | |
| IndirectWienerFilterParams2* params, | |
| double time, Vector2* sensor1, | |
| IndirectWienerFilterState2* state, | |
| IndirectWienerFilterState2* out) | |
| cdef update_indirect_wiener2_sensor2( | |
| IndirectWienerFilterParams2* params, | |
| double time, Vector2* sensor2, | |
| IndirectWienerFilterState2* state, | |
| IndirectWienerFilterState2* out) |
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