srukfInterface

Executive Summary

This class provides an interface for square root unscented Kalman Filters. Modules which inherit from it will benefit from having the core functionality of the SRuKF. This class inherits from the Kalman Filter interface

The math is derived primarily using the following equations: PDF Description contains further information on this module’s mathematical framework.

Virtual and Private method descriptors

The following table lists all the module input and output messages. The module msg connection is set by the user from python. The msg type contains a link to the message structure definition, while the description provides information on what this message is used for.

Interface methods which remain private

Method Name	Method Function	Protected or Private	Virtual or not
timeUpdate	filter time update	private	non-virtual
measurementUpdate	filter measurement update in the presence of measurements	private	non-virtual
computePostFitResiudals	compute filter post fit residuals	private	non-virtual
qrDecompositionJustR	perform a QR decomposition and return just the R matrix	private	non-virtual
choleskyUpDownDate	perform a cholesky down-date as seen in the paper	private	non-virtual
backSubstitution	perform a back-substitution on a upper triangular matrix	private	non-virtual
forwardSubstitution	perform a forward-substitution on a lower triangular matrix	private	non-virtual
choleskyDecomposition	perform a cholesky decomposition	private	non-virtual

Module assumptions and limitations

The module inherits all assumptions made while implementing a Kalman filter:

• Observability considerations

• Gaussian covariances

• Linearity limits

• and more

Otherwise, the limitations are governed by the measurement model and dynamics models relative to the required performance.

User Guide

This section lists all the setters and getters that are defined by the interface

Interface methods which remain private

Method Name	Method Function	Necessity
set/getAlpha	filter alpha parameter	necessary
set/getBeta	filter beta parameter	necessary

class SRukfInterface : public KalmanFilter

Square Root unscented Kalman Filter base class.

Subclassed by FlybyODuKF, InertialAttitudeUkf, SunlineSRuKF

Public Functions

void reset(uint64_t currentSimNanos) final

Reset all of the filter states, including the custom reset

Parameters:

currentSimNanos – The clock time at which the function was called (nanoseconds)

Returns:

void

void setAlpha(double alpha)

Set the filter alpha parameter

Parameters:

double – alphaInput

Returns:

void

double getAlpha() const

Get the filter alpha parameter

Returns:

double alpha

void setBeta(double beta)

Set the filter beta parameter

Parameters:

double – betaInput

Returns:

void

double getBeta() const

Get the filter beta parameter

Returns:

double beta