GHRUF
The GHRUF class implements the Gauss–Hermite recursive update filter.
Configuration
- Configure the number of samples used for state prediction and measurement update
Set the number of quadrature points used for state prediction and measurement update, i.e., the number of samples, with the setNumQuadraturePoints() method.
- Configure the recurive update
Set the number of recursion steps that are performed by a measurement update with the setNumRecursionSteps() method.
- Enable measurement gating
Enable measurement gating with the setMeasGatingThreshold() 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
Kazufumi Ito and Kaiqi Xiong, “Gaussian Filters for Nonlinear Filtering Problems,” IEEE Transactions on Automatic Control, vol. 45, no. 5, pp. 910–927, May 2000.
Yulong Huang, Yonggang Zhang, Ning Li, and Lin Zhao, “Design of Sigma-Point Kalman Filter with Recursive Updated Measurement,” Circuits, Systems, and Signal Processing, pp. 1–16, Aug. 2015.