major update of the library

.clang-format

@@ -0,0 +1,105 @@
+---
+Language:        Cpp
+# BasedOnStyle:  WebKit
+AccessModifierOffset: -4
+AlignAfterOpenBracket: Align
+AlignConsecutiveAssignments: false
+AlignConsecutiveDeclarations: false
+AlignEscapedNewlines: Left
+AlignOperands:   true
+AlignTrailingComments: false
+AllowAllParametersOfDeclarationOnNextLine: true
+AllowShortBlocksOnASingleLine: false
+AllowShortCaseLabelsOnASingleLine: false
+AllowShortFunctionsOnASingleLine: None
+AllowShortIfStatementsOnASingleLine: false
+AllowShortLoopsOnASingleLine: false
+AlwaysBreakAfterDefinitionReturnType: None
+AlwaysBreakAfterReturnType: None
+AlwaysBreakBeforeMultilineStrings: false
+AlwaysBreakTemplateDeclarations: false
+BinPackArguments: false
+BinPackParameters: false
+BraceWrapping:
+  AfterClass:      true
+  AfterControlStatement: true
+  AfterEnum:       true
+  AfterFunction:   true
+  AfterNamespace:  true
+  AfterObjCDeclaration: false
+  AfterStruct:     true
+  AfterUnion:      true
+  BeforeCatch:     false
+  BeforeElse:      false
+  IndentBraces:    false
+  SplitEmptyFunction: true
+  SplitEmptyRecord: true
+  SplitEmptyNamespace: true
+BreakBeforeBinaryOperators: All
+BreakBeforeBraces: Custom
+BreakBeforeInheritanceComma: false
+BreakBeforeTernaryOperators: true
+BreakConstructorInitializersBeforeComma: true
+BreakConstructorInitializers: BeforeComma
+BreakAfterJavaFieldAnnotations: false
+BreakStringLiterals: true
+ColumnLimit:   100
+CommentPragmas:  '^ IWYU pragma:'
+CompactNamespaces: false
+ConstructorInitializerAllOnOneLineOrOnePerLine: false
+ConstructorInitializerIndentWidth: 4
+ContinuationIndentWidth: 4
+Cpp11BracedListStyle: true
+DerivePointerAlignment: false
+DisableFormat:   false
+ExperimentalAutoDetectBinPacking: false
+FixNamespaceComments: true
+ForEachMacros:
+  - foreach
+  - Q_FOREACH
+  - BOOST_FOREACH
+IncludeCategories:
+  - Regex:           '^"(llvm|llvm-c|clang|clang-c)/'
+    Priority:        2
+  - Regex:           '^(<|"(gtest|gmock|isl|json)/)'
+    Priority:        3
+  - Regex:           '.*'
+    Priority:        1
+IncludeIsMainRegex: '(Test)?$'
+IndentCaseLabels: false
+IndentWidth:     4
+IndentWrappedFunctionNames: false
+JavaScriptQuotes: Leave
+JavaScriptWrapImports: true
+KeepEmptyLinesAtTheStartOfBlocks: true
+MacroBlockBegin: ''
+MacroBlockEnd:   ''
+MaxEmptyLinesToKeep: 1
+NamespaceIndentation: None
+ObjCBlockIndentWidth: 4
+ObjCSpaceAfterProperty: true
+ObjCSpaceBeforeProtocolList: true
+PenaltyBreakAssignment: 10
+PenaltyBreakBeforeFirstCallParameter: 1000
+PenaltyBreakComment: 10
+PenaltyBreakString: 10
+PenaltyExcessCharacter: 100
+PenaltyReturnTypeOnItsOwnLine: 5
+PointerAlignment: Left
+ReflowComments:  true
+SortIncludes:    true
+SortUsingDeclarations: true
+SpaceAfterCStyleCast: false
+SpaceAfterTemplateKeyword: true
+SpaceBeforeAssignmentOperators: true
+SpaceBeforeParens: ControlStatements
+SpaceInEmptyParentheses: false
+SpacesBeforeTrailingComments: 1
+SpacesInAngles:  false
+SpacesInContainerLiterals: true
+SpacesInCStyleCastParentheses: false
+SpacesInParentheses: false
+SpacesInSquareBrackets: false
+Standard:        Cpp11
+TabWidth:        4
+UseTab:          Never

README.md

@@ -2,7 +2,7 @@
 
 [![CI_UKF](https://github.com/gabrielenava/Eigen_UKF/actions/workflows/ci_ukf.yml/badge.svg)](https://github.com/gabrielenava/Eigen_UKF/actions/workflows/ci_ukf.yml)
 
-A C++ implementation of the Unscented Kalman Filter (UKF) using Eigen. The UKF uses a deterministic sampling technique known as the unscented transformation to calculate statistics around the mean. This technique does not require differentiability of the models. 
+A C++ implementation of the Unscented Kalman Filter (UKF) using Eigen. The UKF uses a deterministic sampling technique known as the Unscented Transformation to calculate statistics around the mean. This technique does not require differentiability of the models. 
 
 See also https://groups.seas.harvard.edu/courses/cs281/papers/unscented.pdf for more details.
 
@@ -28,8 +28,9 @@ make install
 
 The UKF library will be available in the `install/lib` folder. The library is composed of two classes:
 
-- [SystemModel](lib/src/SystemModel.cpp): template class used to construct the state and observation models. Create a child class from this parent class, then edit it to add your models.
-- [UnscentedKF](lib/src/UnscentedKF.cpp): the class implementing the UKF algorithm.
+- [UnscentedKF](lib/src/UnscentedKF.cpp): implementation of the Unscented Kalman Filter in c++. Provides methods to set up a routine for estimation/filtering of user-defined quantities via UKF. Works alongside with the UKFModel class which provides the prediction and observation models.
+
+- [UKFModel](lib/src/UKFModel.cpp): defines the prediction and observation models for the UnscentedKF class. This is an abstract class: the user must create his own child class derived from UKFModel, and implement with it the prediction and observation models for his specific problem.
 
 ### Example
 

example/CMakeLists.txt

@@ -2,7 +2,7 @@
 # Date: Ott. 2023
 
 # Configure the executable
-set(SRCS src/ThrustEstimationUKF.cpp src/JetSystemModel.cpp)
+set(SRCS src/ThrustEstimationUKF.cpp src/JetUKFModel.cpp)
 add_executable(${PROJECT_NAME}_example ${SRCS})
 
 target_include_directories(${PROJECT_NAME}_example PUBLIC include)

example/include/JetUKFModel.h

@@ -0,0 +1,57 @@
+/**
+ * @file JetUKFModel.h
+ * @author Gabriele Nava
+ * @date 2024
+ */
+#ifndef JET_UKF_MODEL_H
+#define JET_UKF_MODEL_H
+
+#include "UKFModel.h"
+
+/**
+ * @class JetUKFModel
+ * @brief Inherit and overwrite methods of the UKFModel class to implement
+ * the prediction and observation models for jet thrust estimation.
+ */
+class JetUKFModel : public UKFModel
+{
+public:
+    /**
+     * @brief Construct a JetUKFModel object with inputs.
+     * @param dt discretization time step.
+     */
+    JetUKFModel(const double& dt);
+
+    /**
+     * @brief Update the process model.
+     * @return None.
+     */
+    void updateProcessModel(const Eigen::Ref<Eigen::VectorXd> u);
+
+    /**
+     * @brief Get the system state at next time instant using the prediction model.
+     * @param x State at the current time instant;
+     * @return State at the next time instant.
+     */
+    Eigen::VectorXd computePredictionFromModel(const Eigen::Ref<Eigen::VectorXd> x) override;
+
+    /**
+     * @brief Get the observed variables from the current state. The observed variables are
+     * the ones to be compared with the available measurements.
+     * @param x State at current time instant;
+     * @return Observed variables.
+     */
+    Eigen::VectorXd computeObservationFromModel(const Eigen::Ref<Eigen::VectorXd> x) override;
+
+    double m_dt;
+
+    // state model parameters
+    Eigen::Matrix2d m_A;
+    Eigen::Vector2d m_B;
+    Eigen::VectorXd m_u;
+
+    // measurement model parameters
+    Eigen::Vector2d m_h;
+};
+
+#endif /* end of include guard JET_UKF_MODEL_H */

example/src/JetUKFModel.cpp

@@ -0,0 +1,32 @@
+/**
+ * @file JetUKFModel.cpp
+ * @author Gabriele Nava
+ * @date 2024
+ */
+#include <JetUKFModel.h>
+
+JetUKFModel::JetUKFModel(const double& dt)
+    : m_dt(dt)
+{
+    // for jet engines, implemented a simple kinematic model
+    m_A << 1.0, m_dt, 0.0, 1.0;
+    m_B << std::pow(m_dt, 2) / 2, m_dt;
+
+    // measurements are the observed thrusts
+    m_h << 1.0, 0.0;
+}
+
+void JetUKFModel::updateProcessModel(const Eigen::Ref<Eigen::VectorXd> u)
+{
+    m_u = u;
+}
+
+Eigen::VectorXd JetUKFModel::computePredictionFromModel(const Eigen::Ref<Eigen::VectorXd> x)
+{
+    return (m_A * x + m_B * m_u);
+}
+
+Eigen::VectorXd JetUKFModel::computeObservationFromModel(const Eigen::Ref<Eigen::VectorXd> x)
+{
+    return m_h.transpose() * x;
+}