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EST_kalman.h
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2 /* */
3 /* Centre for Speech Technology Research */
4 /* University of Edinburgh, UK */
5 /* Copyright (c) 1995,1996 */
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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 
44 bool 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 
52 bool 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