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EST_kalman.h
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/*************************************************************************/
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/* */
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/* Centre for Speech Technology Research */
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/* University of Edinburgh, UK */
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/* Copyright (c) 1995,1996 */
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/* All Rights Reserved. */
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/* */
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/* Permission is hereby granted, free of charge, to use and distribute */
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/* this software and its documentation without restriction, including */
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/* without limitation the rights to use, copy, modify, merge, publish, */
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/* distribute, sublicense, and/or sell copies of this work, and to */
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/* permit persons to whom this work is furnished to do so, subject to */
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/* the following conditions: */
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/* 1. The code must retain the above copyright notice, this list of */
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/* conditions and the following disclaimer. */
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/* 2. Any modifications must be clearly marked as such. */
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/* 3. Original authors' names are not deleted. */
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/* 4. The authors' names are not used to endorse or promote products */
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/* derived from this software without specific prior written */
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/* permission. */
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/* */
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/* THE UNIVERSITY OF EDINBURGH AND THE CONTRIBUTORS TO THIS WORK */
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/* DISCLAIM ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING */
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/* ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT */
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/* SHALL THE UNIVERSITY OF EDINBURGH NOR THE CONTRIBUTORS BE LIABLE */
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/* FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES */
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/* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN */
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/* AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, */
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/* ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF */
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/* THIS SOFTWARE. */
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/* */
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/*************************************************************************/
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/* Author : Simon King */
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/* Date : November 1996 */
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/*-----------------------------------------------------------------------*/
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/* Lattice/Finite State Network */
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/* */
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/*=======================================================================*/
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#ifndef __EST_KALMAN_H__
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#define __EST_KALMAN_H__
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bool
kalman_filter(
EST_FVector
&x_state,
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EST_FMatrix
&P_estimate_error_covariance,
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EST_FMatrix
&Q_process_noise_covariance,
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EST_FMatrix
&R_measurement_noise_covariance,
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EST_FMatrix
&A_state_time_step_model,
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EST_FMatrix
&H_state_to_measurement_model,
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EST_FVector
&z_measurement);
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bool
kalman_filter_Pinv(
EST_FVector
&x_state,
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EST_FMatrix
&Pinv_estimate_error_covariance_inverse,
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EST_FMatrix
&Q_process_noise_covariance,
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EST_FMatrix
&Rinv_measurement_noise_covariance_inverse,
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EST_FMatrix
&A_state_time_step_model,
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EST_FMatrix
&H_state_to_measurement_model,
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EST_FVector
&z_measurement);
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#endif
include
EST_kalman.h
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