kalman_filter.h

#ifndef KALMAN_FILTER_H_
#define KALMAN_FILTER_H_
#include "Eigen/Dense"

// #include "Eigen"
#include "measurement_package.h"

class KalmanFilter 
{
public:

  double dt = 0.1;
  bool is_initialized_;
  long long  previous_timestamp_;

  // state vector
  Eigen::VectorXd x_;

  // state covariance matrix
  Eigen::MatrixXd P_;

  // state transition matrix
  Eigen::MatrixXd F_;

  // process covariance matrix
  Eigen::MatrixXd Q_;

  // measurement matrix
  Eigen::MatrixXd H_;

  // measurement covariance matrix
  Eigen::MatrixXd R_;


  /**
   * Constructor
   */
  KalmanFilter();

  /**
   * Destructor
   */
  virtual ~KalmanFilter();


  /**
   * Prediction Predicts the state and the state covariance
   * using the process model
   */
  void Predict();

  /**
   * Updates the state by using standard Kalman Filter equations
   * @param z The measurement at k+1
   */
  void Update(const Eigen::VectorXd &z);

  void perform_kf(const MeasurementPackage &measurement_pack);

};

#endif /* KALMAN_FILTER_H_ */