Function rc_kalman_alloc_lin

• Defined in File kalman.h

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