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Function rc_kalman_alloc_lin

Function Documentation

int rc_kalman_alloc_lin(rc_kalman_t *kf, rc_matrix_t F, rc_matrix_t G, rc_matrix_t H, rc_matrix_t Q, rc_matrix_t R, rc_matrix_t Pi)

Allocates memory for a Kalman filter of given dimensions.

Parameters

  • kf – pointer to struct to be allocated

  • F – [in] undriven state-transition model

  • G – [in] control input model

  • H – [in] observation model

  • Q – [in] Process noise covariance, can be updated later

  • R – [in] Measurement noise covariance, can be updated later

  • Pi – [in] Initial P matrix

Returns

0 on success, -1 on failure