Edinburgh Speech Tools  2.1-release
EST_kalman.h File Reference
#include "EST_TVector.h"
#include "EST_FMatrix.h"
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Functions

bool kalman_filter (EST_FVector &x_state, EST_FMatrix &P_estimate_error_covariance, EST_FMatrix &Q_process_noise_covariance, EST_FMatrix &R_measurement_noise_covariance, EST_FMatrix &A_state_time_step_model, EST_FMatrix &H_state_to_measurement_model, EST_FVector &z_measurement)
 
bool kalman_filter_Pinv (EST_FVector &x_state, EST_FMatrix &Pinv_estimate_error_covariance_inverse, EST_FMatrix &Q_process_noise_covariance, EST_FMatrix &Rinv_measurement_noise_covariance_inverse, EST_FMatrix &A_state_time_step_model, EST_FMatrix &H_state_to_measurement_model, EST_FVector &z_measurement)
 

Function Documentation

bool kalman_filter ( EST_FVector x_state,
EST_FMatrix P_estimate_error_covariance,
EST_FMatrix Q_process_noise_covariance,
EST_FMatrix R_measurement_noise_covariance,
EST_FMatrix A_state_time_step_model,
EST_FMatrix H_state_to_measurement_model,
EST_FVector z_measurement 
)

Definition at line 58 of file EST_kalman.cc.

bool kalman_filter_Pinv ( EST_FVector x_state,
EST_FMatrix Pinv_estimate_error_covariance_inverse,
EST_FMatrix Q_process_noise_covariance,
EST_FMatrix Rinv_measurement_noise_covariance_inverse,
EST_FMatrix A_state_time_step_model,
EST_FMatrix H_state_to_measurement_model,
EST_FVector z_measurement 
)

Definition at line 124 of file EST_kalman.cc.