Bayesian_filter::Iterated_covariance_scheme Class Reference

#include <itrFlt.hpp>

Inheritance diagram for Bayesian_filter::Iterated_covariance_scheme:

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

 Iterated_covariance_scheme (std::size_t x_size, std::size_t z_initialsize=0)
Iterated_covariance_schemeoperator= (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

Constructor & Destructor Documentation

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


Member Function Documentation

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

Implements Bayesian_filter::Kalman_state_filter.

Float Bayesian_filter::Iterated_covariance_scheme::observe Linrz_correlated_observe_model h,
const FM::Vec z
[inline, virtual]
 

Implements Bayesian_filter::Linrz_filter.

Float Bayesian_filter::Iterated_covariance_scheme::observe Linrz_uncorrelated_observe_model h,
const FM::Vec z
[inline, virtual]
 

Implements Bayesian_filter::Linrz_filter.

Bayes_base::Float Bayesian_filter::Iterated_covariance_scheme::observe Linrz_correlated_observe_model h,
Iterated_terminator term,
const FM::Vec z
 

Bayes_base::Float Bayesian_filter::Iterated_covariance_scheme::observe Linrz_uncorrelated_observe_model h,
Iterated_terminator term,
const FM::Vec z
 

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

Iterated_covariance_scheme & Bayesian_filter::Iterated_covariance_scheme::operator= const Iterated_covariance_scheme  ) 
 

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

Implements Bayesian_filter::Linrz_filter.

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

Implements Bayesian_filter::Kalman_state_filter.


Member Data Documentation

FM::Matrix Bayesian_filter::Iterated_covariance_scheme::HxT [protected]
 

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

FM::Vec Bayesian_filter::Iterated_covariance_scheme::s [protected]
 

FM::SymMatrix Bayesian_filter::Iterated_covariance_scheme::S
 

FM::SymMatrix Bayesian_filter::Iterated_covariance_scheme::SI
 

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


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