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22 lines
463 B
22 lines
463 B
#pragma once |
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#include "matrix.hpp" |
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namespace matrix { |
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template<typename Type, size_t M, size_t N> |
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void kalman_correct( |
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const Matrix<Type, M, M> & P, |
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const Matrix<Type, N, M> & C, |
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const Matrix<Type, N, N> & R, |
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const Vector<Type, N> &r, |
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Vector<Type, M> & dx, |
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float & beta |
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) |
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{ |
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SquareMatrix<Type, N> S_I = SquareMatrix<Type, N>(C*P*C.T() + R).I(); |
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dx = P*C.T()*S_I*r; |
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beta = Scalar<Type>(r.T()*S_I*r); |
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} |
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}; // namespace matrix
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