Typedef lupnt::FilterDynamicsFunction

Typedef Documentation

typedef std::function<State(const State &x, Real t0, Real tf, const State *u, MatXd *F)> lupnt::FilterDynamicsFunction

Function signature for propagating the filter state from t0 to tf and returning the state-transition (Jacobian) matrix F of the propagation.

Stored in Filter::f_dyn_ (via SetDynamicsFunction) and called once per Predict step by EKF::Predict, UDUEKF::Predict, and UKF::Predict (the latter with F = nullptr since the UKF propagates sigma points instead of a Jacobian). Typically produced from a plain DynamicsFunction via GetFilterDynamicsFunction.

Param x:

State at time t0

Param t0:

Current time [s]

Param tf:

End time [s]

Param u:

Optional control/input state (nullptr if unused)

Param F:

Output state-transition (Jacobian) matrix d(x_tf)/d(x_t0), size [n_x x n_x]

Return:

Propagated state at time tf