SteadyStateKalmanFilter.h File Reference

#include "../lqr/riccati/DARE.hpp"
#include "EstimatorBase.h"
#include "LinearMeasurementModel.h"

Go to the source code of this file.

Classes
struct	ct::optcon::SteadyStateKalmanFilterSettings< STATE_DIM, SCALAR >
	Settings for setting up a SteadyStateKF. More...
class	ct::optcon::SteadyStateKalmanFilter< STATE_DIM, CONTROL_DIM, OUTPUT_DIM, SCALAR >
	Steady State Kalman Filter is a time invariant linear estimator. It starts with the same update rule as the standard Kalman Filter, but instead of propagating the covariance and estimate through time, it assumes convergence reducing the problem to solving an Algebraic Ricatti Equation. More...

Namespaces
	ct
	ct::optcon