kalman.h File Reference

Data Structures
struct	kalman_t

Functions
dmat *	sde_fit (const dmat *psdin, const dmat *coeff0, real tmax_fit, int vibid)
dmat *	reccati (dmat **Pout, const dmat *A, const dmat *Qn, const dmat *C, const dmat *Rn)
dcell *	reccati_cell (dmat **Pout, const dmat *A, const dmat *Qn, const dcell *C, const dcell *Rn)
kalman_t *	sde_kalman (const dmat *coeff, const real dthi, const lmat *dtrat, const dcell *Gwfs, const dcell *Rwfs, const dmat *Proj)
void	kalman_free (kalman_t *kalman)
dmat *	kalman_test (kalman_t *kalman, dmat *input)
void	kalman_init (kalman_t *kalman)
void	kalman_update (kalman_t *kalman, dmat *meas, int ik)
void	kalman_output (kalman_t *kalman, dmat **out, real alpha, real beta)
void	kalman_write (kalman_t *kalman, const char *format,...)
void	sde_psd (dmat **psd, const dmat *f, const real *coeff, int ncoeff, int nmod)
dmat *	sde_psd2 (const dmat *ff, const dmat *coeff)

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Data Structure Documentation

kalman_t

struct kalman_t

Collaboration diagram for kalman_t:

Data Fields
dmat *	Ad	discrete state propagation at dT
dcell *	Cd	From discrete state to WFS measurement
dmat *	AdM	discrete state propagation at dthi
dmat *	FdM	From discrete state to averaged mode for dthi
dmat *	Qn	Covariance of the process noise term e_k
dcell *	M	M is innovation gain.
dmat *	P	Error covariance matrix
real	dthi	Sampling period of control loop
lmat *	dtrat	WFS sampling period over dthi
dcell *	Gwfs	WFS measurement from modes. Can be identity.
dcell *	Rwfs	WFS measurement noise covariance due to photon and RoN.
dcell *	Rn	Total WFS measurement error due to signal evolution and Rwfs.
dmat *	xhat	Temporary state
dmat *	xhat2	Temporary state
dmat *	xhat3	Temporary state

Function Documentation

sde_fit()

dmat* sde_fit	(	const dmat *	psdin,
		const dmat *	coeff0,
		real	tmax_fit,
		int	vibid
	)

Estiamte the total PSD power for vibration peaks using FWHM*peak If coeff0 is not null, use it immediately, otherwise, do vibration identification

reccati()

dmat* reccati	(	dmat **	Pout,
		const dmat *	A,
		const dmat *	Qn,
		const dmat *	C,
		const dmat *	Rn
	)

Compute the reccati equation.

reccati_cell()

dcell* reccati_cell	(	dmat **	Pout,
		const dmat *	A,
		const dmat *	Qn,
		const dcell *	Cs,
		const dcell *	Rns
	)

Compute the reccati equation.

sde_kalman()

kalman_t* sde_kalman	(	const dmat *	coeff,
		const real	dthi,
		const lmat *	dtrat_wfs,
		const dcell *	Gwfs,
		const dcell *	Rwfs,
		const dmat *	Proj
	)

Kalman filter based on SDE model

Parameters

coeff	SDE coefficients
dthi	Loop frequency
dtrat_wfs	WFS frequency as a fraction of loop
Gwfs	WFS measurement from modes. Can be identity
Rwfs	WFS measurement noise covariance
Proj	Project modes in statespace to DM/correction space

kalman_free()

void kalman_free

(

kalman_t *

kalman

)

free the struct

kalman_test()

dmat* kalman_test	(	kalman_t *	kalman,
		dmat *	input
	)

Test the performance of kalman filter (LQG controller). Derived from servo_test()

kalman_init()

void kalman_init

(

kalman_t *

kalman

)

Initialize kalman filter state

kalman_update()

void kalman_update	(	kalman_t *	kalman,
		dmat *	meas,
		int	ik
	)

Update state vector when there is a measurement. It modifies meas.

xhat3=xhat+M*(meas-Cd*xhat) xhat2=AdM*xhat3; xhat =Ad*xhat3;

kalman_output()

void kalman_output	(	kalman_t *	kalman,
		dmat **	out,
		real	alpha,
		real	beta
	)

Output correction

out=out*alpha+Fdm*(AdM*xhat2)*beta

kalman_write()

void kalman_write	(	kalman_t *	kalman,
		const char *	format,
			...
	)

Save kalman_t to file

sde_psd()

void sde_psd	(	dmat **	psd,
		const dmat *	f,
		const real *	coeff,
		int	ncoeff,
		int	nmod
	)

Computes PSD of SDE with coefficients (coeff) and frequency (f)

sde_psd2()

dmat* sde_psd2	(	const dmat *	ff,
		const dmat *	coeff
	)

A convenient wrapper for sde_psd()