Edinburgh Speech Tools  2.1-release
EST_kalman.h
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33 /* Author : Simon King */
34 /* Date : November 1996 */
35 /*-----------------------------------------------------------------------*/
36 /* Lattice/Finite State Network */
37 /* */
38 /*=======================================================================*/
39 
40 
41 #ifndef __EST_KALMAN_H__
42 #define __EST_KALMAN_H__
43 
44 #include "EST_TVector.h"
45 #include "EST_FMatrix.h"
46 
47 bool kalman_filter(EST_FVector &x_state,
48  EST_FMatrix &P_estimate_error_covariance,
49  EST_FMatrix &Q_process_noise_covariance,
50  EST_FMatrix &R_measurement_noise_covariance,
51  EST_FMatrix &A_state_time_step_model,
52  EST_FMatrix &H_state_to_measurement_model,
53  EST_FVector &z_measurement);
54 
55 bool kalman_filter_Pinv(EST_FVector &x_state,
56  EST_FMatrix &Pinv_estimate_error_covariance_inverse,
57  EST_FMatrix &Q_process_noise_covariance,
58  EST_FMatrix &Rinv_measurement_noise_covariance_inverse,
59  EST_FMatrix &A_state_time_step_model,
60  EST_FMatrix &H_state_to_measurement_model,
61  EST_FVector &z_measurement);
62 
63 #endif
A vector class for floating point numbers. EST_FVector x should be used instead of float *x wherever ...
Definition: EST_FMatrix.h:119
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: EST_kalman.cc:58
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: EST_kalman.cc:124