Bayes++ Bayesian Filtering Classes
Release 2014.5  Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens

#include <bayesFlt.hpp>
Public Member Functions  
Kalman_state_filter (std::size_t x_size)  
virtual void  init ()=0 
void  init_kalman (const FM::Vec &x, const FM::SymMatrix &X) 
virtual void  update ()=0 
Public Member Functions inherited from Bayesian_filter::State_filter  
State_filter (std::size_t x_size)  
Public Member Functions inherited from Bayesian_filter::Bayes_base  
virtual  ~Bayes_base ()=0 
Public Attributes  
FM::SymMatrix  X 
Numerical_rcond  rclimit 
Public Attributes inherited from Bayesian_filter::State_filter  
FM::Vec  x 
Additional Inherited Members  
Public Types inherited from Bayesian_filter::Bayes_base  
typedef Bayesian_filter_matrix::Float  Float 
Static Public Member Functions inherited from Bayesian_filter::Bayes_base  
static void  error (const Numeric_exception &a) 
static void  error (const Logic_exception &a) 
Bayesian_filter::Kalman_state_filter::Kalman_state_filter  (  std::size_t  x_size  ) 

pure virtual 
Implemented in Bayesian_filter::SIR_kalman_scheme, Bayesian_filter::Iterated_covariance_scheme, Bayesian_filter::Indirect_kalman_filter< Error_base >, Bayesian_filter::Unscented_scheme, Bayesian_filter::UD_scheme, Bayesian_filter::Information_scheme, Bayesian_filter::CI_scheme, Bayesian_filter::Information_root_scheme, and Bayesian_filter::Covariance_scheme.
Referenced by init_kalman().
void Bayesian_filter::Kalman_state_filter::init_kalman  (  const FM::Vec &  x, 
const FM::SymMatrix &  X  
) 
References init(), Bayesian_filter::State_filter::x, and X.

pure virtual 
Implements Bayesian_filter::State_filter.
Implemented in Bayesian_filter::SIR_kalman_scheme, Bayesian_filter::Indirect_kalman_filter< Error_base >, Bayesian_filter::Iterated_covariance_scheme, Bayesian_filter::Unscented_scheme, Bayesian_filter::UD_scheme, Bayesian_filter::Information_scheme, Bayesian_filter::CI_scheme, Bayesian_filter::Information_root_scheme, and Bayesian_filter::Covariance_scheme.
Referenced by Bayesian_filter::Extended_kalman_filter::observe().
Numerical_rcond Bayesian_filter::Kalman_state_filter::rclimit 
Referenced by Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::Information_scheme::init(), Bayesian_filter::UD_scheme::init(), Bayesian_filter::SIR_kalman_scheme::init(), Bayesian_filter::Information_root_info_scheme::init_yY(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::CI_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::UD_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), and Bayesian_filter::Information_scheme::update().
FM::SymMatrix Bayesian_filter::Kalman_state_filter::X 
Referenced by Bayesian_filter::Covariance_scheme::init(), Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::CI_scheme::init(), Bayesian_filter::Information_scheme::init(), Bayesian_filter::UD_scheme::init(), Bayesian_filter::Indirect_kalman_filter< Error_base >::init(), Bayesian_filter::Iterated_covariance_scheme::init(), Bayesian_filter::SIR_kalman_scheme::init(), init_kalman(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::CI_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::CI_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Iterated_covariance_scheme::predict(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), Bayesian_filter::Information_root_scheme::update(), Bayesian_filter::Information_scheme::update(), Bayesian_filter::UD_scheme::update(), Bayesian_filter::Indirect_kalman_filter< Error_base >::update(), and Bayesian_filter::SIR_kalman_scheme::update_statistics().