#include <itrFlt.hpp>
Inheritance diagram for Bayesian_filter::Iterated_covariance_scheme:

Public Member Functions | |
| Iterated_covariance_scheme (std::size_t x_size, std::size_t z_initialsize=0) | |
| Iterated_covariance_scheme & | operator= (const Iterated_covariance_scheme &) |
| void | init () |
| void | update () |
| Float | predict (Linrz_predict_model &f) |
| Float | observe (Linrz_uncorrelated_observe_model &h, Iterated_terminator &term, const FM::Vec &z) |
| Float | observe (Linrz_correlated_observe_model &h, Iterated_terminator &term, const FM::Vec &z) |
| Float | observe (Linrz_uncorrelated_observe_model &h, const FM::Vec &z) |
| Float | observe (Linrz_correlated_observe_model &h, const FM::Vec &z) |
Public Attributes | |
| FM::SymMatrix | S |
| FM::SymMatrix | SI |
Protected Member Functions | |
| void | observe_size (std::size_t z_size) |
Protected Attributes | |
| FM::RowMatrix | tempX |
| std::size_t | last_z_size |
| FM::Vec | s |
| FM::Matrix | HxT |
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Implements Bayesian_filter::Kalman_state_filter. |
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Implements Bayesian_filter::Linrz_filter. |
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Implements Bayesian_filter::Linrz_filter. |
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Implements Bayesian_filter::Linrz_filter. |
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Implements Bayesian_filter::Kalman_state_filter. |
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1.4.6