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Commit eeac767d authored by Maxime Jacquemin's avatar Maxime Jacquemin
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[Kernel] Proper odoc maths in linear_filter

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(* *)
(**************************************************************************)
(** A filter corresponds to the following recursive equation :
X[t + 1] = AX[t] + ∑B(ω)ε(ω)[k + 1] + C
(** Compute filters invariants, i.e bounds for each of the filter's state
dimensions when the iterations goes to infinity.
A filter corresponds to the following recursive equation :
{math X[t + 1] = AX[t] + ∑B(ω)ε(ω)[k + 1] + C }
where :
- n is the filter's order ;
- ω is a measure's source (for instance, a specific sensor in a
- {m n} is the filter's order ;
- {m ω} is a measure's source (for instance, a specific sensor in a
cyberphysical system) ;
- m(ω) is the delay for the source (ω) ;
- X[t] ∈ 𝕂^n is the filter's state at iteration [t] ;
- ε(ω)[t] ∈ 𝕂^m(ω) is the measure at iteration [t] for the source (ω) ;
- A ∈ 𝕂^(nxn) is the filter's state matrix ;
- B(ω) ∈ 𝕂^(nxm(ω)) is the source matrix for the source (ω) ;
- C ∈ 𝕂^n is the filter's center.
The goal of this module is to compute filters invariants, i.e bounds for
each of the filter's state dimensions when the iterations goes to infinity.
To do so, each measure of a given source is supposed bounded by the same
interval, represented as a center and a deviation. Each source can thus be
bounded by a different interval.
- {m m(ω)} is the delay for the source {m ω} ;
- {m X[t] ∈ 𝕂^n} is the filter's state at iteration [t] ;
- {m ε(ω)[t] ∈ 𝕂^{m(ω)}} is the measure at iteration [t] for the source {m ω} ;
- {m A ∈ 𝕂^{nxn}} is the filter's state matrix ;
- {m B(ω) ∈ 𝕂^{nxm(ω)}} is the source matrix for the source {m ω} ;
- {m C ∈ 𝕂^n} is the filter's center.
To compute filter invariants, each measure of a given source is supposed
bounded by the same interval, represented as a center and a deviation. Each
source can thus be bounded by a different interval.
{!Linear_filter_test} is an example using this module. *)
module Make (Field : Field.S) : sig
(** The linear space in which the filters are defined. *)
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