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Move EKF to dev, formatting
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AP6YC committed Sep 30, 2022
1 parent 3110f0a commit 87b733c
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Showing 4 changed files with 23 additions and 42 deletions.
6 changes: 6 additions & 0 deletions .gitignore
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@@ -1,3 +1,9 @@
# IDE ignores
.vscode/

# Project ignores
_dev/

# Files generated by invoking Julia with --code-coverage
*.jl.cov
*.jl.*.cov
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15 changes: 5 additions & 10 deletions src/OptimalEstimation.jl
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Expand Up @@ -20,20 +20,15 @@ using DocStringExtensions # Docstring utilities
# INCLUDES
# --------------------------------------------------------------------------- #

include("common.jl")
include("modules/modules.jl")

# --------------------------------------------------------------------------- #
# METHODS
# EXPORTS
# --------------------------------------------------------------------------- #


"""
greet()
Prints a boilerplate hello world for the package.
"""
greet() = print("Hello World!")

export greet
export
greet,
Filter

end # module
11 changes: 11 additions & 0 deletions src/common.jl
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Expand Up @@ -14,3 +14,14 @@ A collection of common definitions and utilities for the OptimalEstimation.jl pa
An abstract type for all filters.
"""
abstract type Filter end

# --------------------------------------------------------------------------- #
# METHODS
# --------------------------------------------------------------------------- #

"""
greet()
Prints a boilerplate hello world for the package.
"""
greet() = print("Hello World!")
33 changes: 1 addition & 32 deletions src/modules/EKF.jl
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Expand Up @@ -4,35 +4,4 @@
An implementation of an Extended Kalman Filter (EKF).
"""

"""
EKF < Filter
Stateful representation of the Extended Kalman Filter (EKF)
"""
mutable struct EKF < Filter
# tkm1 = t_{k-1}, time at the (k-1)th time
# mkm1 = m_{k-1}^{+}, posterior mean at the (k-1)th time
# Pkm1 = P_{k-1}^{+}, posterior covariance at the (k-1)th time
# tk = t_{k}, time at the kth time
# mkm = m_{k}^{-}, prior mean at the kth time
# Pkm = P_{k}^{-}, prior covariance at the kth time
# mkp = m_{k}^{+}, posterior mean at the kth time
# Pkp = P_{k}^{+}, posterior covariance at the kth time
# Wk = W_{k}, residual covariance at the kth time
# Rk = R_{k}, measurement noise covariance at the kth time

tkm1
mkm1 # Posterior mean at (k-1)th time
Pkm1
tk
mkm
Pkm
mkp
Pkp
Wk
Rk
end

function update!(filter::EKF)

end
# TODO

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