Bayesian_filter::Covariance_scheme Class Reference

#include <covFlt.hpp>

Inheritance diagram for Bayesian_filter::Covariance_scheme:

Bayesian_filter::Extended_kalman_filter Bayesian_filter::Linrz_kalman_filter Bayesian_filter::Linrz_filter Bayesian_filter::Kalman_state_filter Bayesian_filter::Bayes_filter_base Bayesian_filter::State_filter Bayesian_filter::Bayes_base Bayesian_filter::Bayes_filter_base Bayesian_filter::Bayes_base List of all members.

Public Member Functions

 Covariance_scheme (std::size_t x_size, std::size_t z_initialsize=0)
Covariance_schemeoperator= (const Covariance_scheme &)
void init ()
void update ()
Float predict (Linrz_predict_model &f)
Float predict (Gaussian_predict_model &f)
Float observe_innovation (Linrz_uncorrelated_observe_model &h, const FM::Vec &s)
Float observe_innovation (Linrz_correlated_observe_model &h, const FM::Vec &s)

Public Attributes

FM::SymMatrix S
FM::SymMatrix SI
FM::Matrix W

Protected Member Functions

void observe_size (std::size_t z_size)

Protected Attributes

FM::RowMatrix tempX
std::size_t last_z_size

Constructor & Destructor Documentation

Bayesian_filter::Covariance_scheme::Covariance_scheme std::size_t  x_size,
std::size_t  z_initialsize = 0
 


Member Function Documentation

void Bayesian_filter::Covariance_scheme::init  )  [virtual]
 

Implements Bayesian_filter::Kalman_state_filter.

Bayes_base::Float Bayesian_filter::Covariance_scheme::observe_innovation Linrz_correlated_observe_model h,
const FM::Vec s
[virtual]
 

Implements Bayesian_filter::Extended_kalman_filter.

Bayes_base::Float Bayesian_filter::Covariance_scheme::observe_innovation Linrz_uncorrelated_observe_model h,
const FM::Vec s
[virtual]
 

Implements Bayesian_filter::Extended_kalman_filter.

void Bayesian_filter::Covariance_scheme::observe_size std::size_t  z_size  )  [protected]
 

Covariance_scheme & Bayesian_filter::Covariance_scheme::operator= const Covariance_scheme  ) 
 

Bayes_base::Float Bayesian_filter::Covariance_scheme::predict Gaussian_predict_model f  ) 
 

Bayes_base::Float Bayesian_filter::Covariance_scheme::predict Linrz_predict_model f  )  [virtual]
 

Implements Bayesian_filter::Linrz_filter.

void Bayesian_filter::Covariance_scheme::update  )  [virtual]
 

Implements Bayesian_filter::Kalman_state_filter.


Member Data Documentation

std::size_t Bayesian_filter::Covariance_scheme::last_z_size [protected]
 

FM::SymMatrix Bayesian_filter::Covariance_scheme::S
 

FM::SymMatrix Bayesian_filter::Covariance_scheme::SI
 

FM::RowMatrix Bayesian_filter::Covariance_scheme::tempX [protected]
 

FM::Matrix Bayesian_filter::Covariance_scheme::W
 


The documentation for this class was generated from the following files:
Generated on Wed Oct 4 22:57:24 2006 for Bayes++ Bayesian Filtering Classes by  doxygen 1.4.6