Edinburgh Speech Tools 2.4-release
 
Loading...
Searching...
No Matches
EST_kalman.h
1/*************************************************************************/
2/* */
3/* Centre for Speech Technology Research */
4/* University of Edinburgh, UK */
5/* Copyright (c) 1995,1996 */
6/* All Rights Reserved. */
7/* */
8/* Permission is hereby granted, free of charge, to use and distribute */
9/* this software and its documentation without restriction, including */
10/* without limitation the rights to use, copy, modify, merge, publish, */
11/* distribute, sublicense, and/or sell copies of this work, and to */
12/* permit persons to whom this work is furnished to do so, subject to */
13/* the following conditions: */
14/* 1. The code must retain the above copyright notice, this list of */
15/* conditions and the following disclaimer. */
16/* 2. Any modifications must be clearly marked as such. */
17/* 3. Original authors' names are not deleted. */
18/* 4. The authors' names are not used to endorse or promote products */
19/* derived from this software without specific prior written */
20/* permission. */
21/* */
22/* THE UNIVERSITY OF EDINBURGH AND THE CONTRIBUTORS TO THIS WORK */
23/* DISCLAIM ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING */
24/* ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT */
25/* SHALL THE UNIVERSITY OF EDINBURGH NOR THE CONTRIBUTORS BE LIABLE */
26/* FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES */
27/* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN */
28/* AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, */
29/* ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF */
30/* THIS SOFTWARE. */
31/* */
32/*************************************************************************/
33/* Author : Simon King */
34/* Date : November 1996 */
35/*-----------------------------------------------------------------------*/
36/* Lattice/Finite State Network */
37/* */
38/*=======================================================================*/
39
40
41#ifndef __EST_KALMAN_H__
42#define __EST_KALMAN_H__
43
44bool kalman_filter(EST_FVector &x_state,
45 EST_FMatrix &P_estimate_error_covariance,
46 EST_FMatrix &Q_process_noise_covariance,
47 EST_FMatrix &R_measurement_noise_covariance,
48 EST_FMatrix &A_state_time_step_model,
49 EST_FMatrix &H_state_to_measurement_model,
50 EST_FVector &z_measurement);
51
52bool kalman_filter_Pinv(EST_FVector &x_state,
53 EST_FMatrix &Pinv_estimate_error_covariance_inverse,
54 EST_FMatrix &Q_process_noise_covariance,
55 EST_FMatrix &Rinv_measurement_noise_covariance_inverse,
56 EST_FMatrix &A_state_time_step_model,
57 EST_FMatrix &H_state_to_measurement_model,
58 EST_FVector &z_measurement);
59
60#endif