CGPF

The CGPF class implements the Gaussian particle filter with combined time and measurement update.

Configuration

Configure the number of particles

Set the number of particles used by the filter with the setNumParticles() method.

Use a semi-analytic measurement update

Enable a semi-analytic measurement update if a measurement model does not require all state variables with the setStateDecompDim() method.

Enable post-processing of the predicted state estimate

Set a post-processing method for the state prediction with the setPredictionPostProcessing() method.

Enable post-processing of the updated state estimate

Set a post-processing method for the measurement update with the setUpdatePostProcessing() method.

Supported Models

Literature

  • Jayesh H. Kotecha and Petar M. Djuric, “Gaussian Particle Filtering,” IEEE Transactions on Signal Processing, vol. 51, no. 10, pp. 2592–2601, Oct. 2003.