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Drake
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Drake
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Classes | |
| class | LuenbergerObserver |
| A simple state observer for a continuous-time dynamical system of the form: \dot{x} = f(x,u) y = g(x,u) the observer dynamics takes the form \dot{\hat{x}} = f(\hat{x},u) + L(y - g(\hat{x},u)) where \hat{x} is the estimated state of the original system. More... | |
Functions | |
| Eigen::MatrixXd | SteadyStateKalmanFilter (const Eigen::Ref< const Eigen::MatrixXd > &A, const Eigen::Ref< const Eigen::MatrixXd > &C, const Eigen::Ref< const Eigen::MatrixXd > &W, const Eigen::Ref< const Eigen::MatrixXd > &V) |
| Computes the optimal observer gain, L, for the continuous-time linear system defined by \dot{x} = Ax + Bu + w, y = Cx + Du + v. The resulting observer is of the form \dot{\hat{x}} = A\hat{x} + Bu + L(y - C\hat{x} - Du). The process noise, w, and the measurement noise, v, are assumed to be iid mean-zero Gaussian. More... | |
| Eigen::MatrixXd | DiscreteTimeSteadyStateKalmanFilter (const Eigen::Ref< const Eigen::MatrixXd > &A, const Eigen::Ref< const Eigen::MatrixXd > &C, const Eigen::Ref< const Eigen::MatrixXd > &W, const Eigen::Ref< const Eigen::MatrixXd > &V) |
| Computes the optimal observer gain, L, for the discrete-time linear system defined by x[n+1] = Ax[n] + Bu[n] + w, y[n] = Cx[n] + Du[n] + v. The resulting observer is of the form \hat{x}[n+1] = A\hat{x}[n] + Bu[n] + L(y - C\hat{x}[n] - Du[n]). The process noise, w, and the measurement noise, v, are assumed to be iid mean-zero Gaussian. More... | |
| std::unique_ptr< LuenbergerObserver< double > > | SteadyStateKalmanFilter (std::shared_ptr< const LinearSystem< double >> system, const Eigen::Ref< const Eigen::MatrixXd > &W, const Eigen::Ref< const Eigen::MatrixXd > &V) |
| Creates a Luenberger observer system using the optimal steady-state Kalman filter gain matrix, L, as described in SteadyStateKalmanFilter and DiscreteTimeSteadyStateKalmanFilter. More... | |
| std::unique_ptr< LuenbergerObserver< double > > | SteadyStateKalmanFilter (std::shared_ptr< const System< double >> system, const Context< double > &context, const Eigen::Ref< const Eigen::MatrixXd > &W, const Eigen::Ref< const Eigen::MatrixXd > &V) |
| Creates a Luenberger observer system using the steady-state Kalman filter observer gain. More... | |
| std::unique_ptr< LuenbergerObserver< double > > | SteadyStateKalmanFilter (std::unique_ptr< System< double >> system, std::unique_ptr< Context< double >> context, const Eigen::Ref< const Eigen::MatrixXd > &W, const Eigen::Ref< const Eigen::MatrixXd > &V) |
| (Deprecated.) More... | |
| std::unique_ptr<LuenbergerObserver<double> > drake::systems::estimators::SteadyStateKalmanFilter | ( | std::unique_ptr< System< double >> | system, |
| std::unique_ptr< Context< double >> | context, | ||
| const Eigen::Ref< const Eigen::MatrixXd > & | W, | ||
| const Eigen::Ref< const Eigen::MatrixXd > & | V | ||
| ) |
(Deprecated.)