BipedalLocomotion::Estimators::RecursiveLeastSquareState struct

#include <BipedalLocomotion/Estimators/RecursiveLeastSquare.h>

RecursiveLeastSquare contains the implementation of the Recursive least square filter described in Lennart Ljung - System Identification Theory for the User (1999, Prentice Hall).

Chapter 11 Section 2.

Public variables

Eigen::VectorXd expectedValue

Vector containing the expected value of the estimated state.

Eigen::MatrixXd covariance

Covariance matrix of the state.