SRIFilter.hpp

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#pragma ident "$Id: SRIFilter.hpp 3140 2012-06-18 15:03:02Z susancummins $"

//============================================================================
//
//  This file is part of GPSTk, the GPS Toolkit.
//
//  The GPSTk is free software; you can redistribute it and/or modify
//  it under the terms of the GNU Lesser General Public License as published
//  by the Free Software Foundation; either version 2.1 of the License, or
//  any later version.
//
//  The GPSTk is distributed in the hope that it will be useful,
//  but WITHOUT ANY WARRANTY; without even the implied warranty of
//  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
//  GNU Lesser General Public License for more details.
//
//  You should have received a copy of the GNU Lesser General Public
//  License along with GPSTk; if not, write to the Free Software Foundation,
//  Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110, USA
//  
//  Copyright 2004, The University of Texas at Austin
//
//============================================================================

//============================================================================
//
//This software developed by Applied Research Laboratories at the University of
//Texas at Austin, under contract to an agency or agencies within the U.S. 
//Department of Defense. The U.S. Government retains all rights to use,
//duplicate, distribute, disclose, or release this software. 
//
//Pursuant to DoD Directive 523024 
//
// DISTRIBUTION STATEMENT A: This software has been approved for public 
//                           release, distribution is unlimited.
//
//=============================================================================

//------------------------------------------------------------------------------------
#ifndef CLASS_SQUAREROOT_INFORMATION_FILTER_INCLUDE
#define CLASS_SQUAREROOT_INFORMATION_FILTER_INCLUDE

//------------------------------------------------------------------------------------
// system
#include <ostream>
// GPSTk
#include "Vector.hpp"
#include "Matrix.hpp"
#include "SRI.hpp"

namespace gpstk
{

//------------------------------------------------------------------------------------
class SRIFilter : public SRI {
public:
   SRIFilter(void) throw();

   SRIFilter(const unsigned int N)
      throw();

   SRIFilter(const Namelist& NL)
      throw();

   SRIFilter(const Matrix<double>& R,
             const Vector<double>& Z,
             const Namelist& NL)
      throw(MatrixException);

   SRIFilter(const SRIFilter& right)
      throw()
      { *this = right; }

   SRIFilter& operator=(const SRIFilter& right)
      throw();

   void measurementUpdate(const Matrix<double>& H,
                         Vector<double>& D,
                         const Matrix<double>& CM=SRINullMatrix)
   throw(MatrixException,VectorException);

   void timeUpdate(Matrix<double>& PhiInv,
                   Matrix<double>& Rw,
                   Matrix<double>& G,
                   Vector<double>& zw,
                   Matrix<double>& Rwx)
      throw(MatrixException);

   void smootherUpdate(Matrix<double>& Phi,
                       Matrix<double>& Rw,
                       Matrix<double>& G,
                       Vector<double>& zw,
                       Matrix<double>& Rwx)
      throw(MatrixException);

   static void DMsmootherUpdate(Matrix<double>& P,
                                Vector<double>& X,
                                Matrix<double>& Phinv,
                                Matrix<double>& Rw,
                                Matrix<double>& G,
                                Vector<double>& Zw,
                                Matrix<double>& Rwx)
      throw(MatrixException);

   static void DMsmootherUpdateWithControl(Matrix<double>& P,
                                           Vector<double>& X,
                                           Matrix<double>& Phinv,
                                           Matrix<double>& Rw,
                                           Matrix<double>& G,
                                           Vector<double>& Zw,
                                           Matrix<double>& Rwx,
                                           Vector<double>& U)
      throw(MatrixException);

   void zeroAll(void);

   void Reset(const int N=0);

private:
   template <class T>
   static void SrifTU(Matrix<T>& R,
                      Vector<T>& Z,
                      Matrix<T>& Phi,
                      Matrix<T>& Rw,
                      Matrix<T>& G,
                      Vector<T>& Zw,
                      Matrix<T>& Rwx)
      throw(MatrixException);

   template <class T>
   static void SrifSU(Matrix<T>& R,
                      Vector<T>& Z,
                      Matrix<T>& Phi,
                      Matrix<T>& Rw,
                      Matrix<T>& G,
                      Vector<T>& Zw,
                      Matrix<T>& Rwx)
      throw(MatrixException);

   template <class T>
   static void SrifSU_DM(Matrix<T>& P,
                         Vector<T>& X,
                         Matrix<T>& Phinv,
                         Matrix<T>& Rw,
                         Matrix<T>& G,
                         Vector<T>& Zw,
                         Matrix<T>& Rwx)
      throw(MatrixException);

   void defaults(void) throw()
   {
      //valid = false;
   }

   // private member data - inherits from SRI
      // inherit SRI Information matrix, an upper triangular (square) matrix
   //Matrix<double> R;
      // inherit SRI state vector, of length equal to dimension (row and col) of R.
   //Vector<double> Z;
      // inherit SRI Namelist parallel to R and Z, labelling elements of state vector.
   //Namelist names;

   // --------- private member data ------------
   // TD how to implement valid?
   // indicates if filter is valid - set false when inversion finds singularity.
   //bool valid;

}; // end class SRIFilter

} // end namespace gpstk

//------------------------------------------------------------------------------------
#endif

---