nearest_cov.h

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// Copyright (C) 2021 Christian Brommer, Control of Networked Systems, University of Klagenfurt, Austria.
//
// All rights reserved.
//
// This software is licensed under the terms of the BSD-2-Clause-License with
// no commercial use allowed, the full terms of which are made available
// in the LICENSE file. No license in patents is granted.
//
// You can contact the author at <christian.brommer@ieee.org>
 
#ifndef NEARESTCOV_H
#define NEARESTCOV_H
 
#include <mars/ekf.h>
#include <Eigen/Dense>
 
namespace NearestCovMethods
{
enum NearestCovMethod
{
  abs,    
  zero,   
  delta,  
  none    
};
}  // namespace NearestCovMethods
 
namespace mars
{
using NearestCovMethod = NearestCovMethods::NearestCovMethod;
class NearestCov
{
public:
  EIGEN_MAKE_ALIGNED_OPERATOR_NEW
 
  Eigen::MatrixXd cov_mat_;  
  double delta_{ 0.005 };    
 
  NearestCov(const Eigen::MatrixXd& covariance);
 
  Eigen::MatrixXd EigenCorrectionUsingCovariance(NearestCovMethod method);
 
  Eigen::MatrixXd EigenCorrectionUsingCorrelation(NearestCovMethod method);
};
}  // namespace mars
 
#endif  // NEARESTCOV_H