Bayesian_filter::UD_scheme Class Reference

#include <UDFlt.hpp>

Inheritance diagram for Bayesian_filter::UD_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 Bayesian_filter::Filter_scheme< UD_scheme > List of all members.

Public Member Functions

 UD_scheme (std::size_t x_size, std::size_t q_maxsize, std::size_t z_initialsize=0)
UD_schemeoperator= (const UD_scheme &)
void init ()
void update ()
Float predict (Linrz_predict_model &f)
Float observe (Linrz_correlated_observe_model &h, const FM::Vec &z)
Float observe (Linrz_uncorrelated_observe_model &h, const FM::Vec &z)
Float observe (Linear_correlated_observe_model &h, const FM::Vec &z)
Float observe (UD_sequential_observe_model &h, const FM::Vec &z)

Public Attributes

FM::Matrix UD
FM::Vec s
FM::Vec Sd

Protected Member Functions

Float predictGq (const FM::Matrix &Fx, const FM::Matrix &G, const FM::Vec &q)
Float observeUD (FM::Vec &gain, Float &alpha, const FM::Vec &h, const Float r)
void observe_size (std::size_t z_size)

Protected Attributes

FM::Vec d
FM::Vec dv
FM::Vec v
FM::Vec a
FM::Vec b
std::size_t last_z_size
FM::Vec h1
FM::Vec w
FM::Vec znorm
FM::Vec zpdecol
FM::Matrix Gz
FM::Matrix GIHx

Constructor & Destructor Documentation

Bayesian_filter::UD_scheme::UD_scheme std::size_t  x_size,
std::size_t  q_maxsize,
std::size_t  z_initialsize = 0
 


Member Function Documentation

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

Implements Bayesian_filter::Kalman_state_filter.

Bayes_base::Float Bayesian_filter::UD_scheme::observe UD_sequential_observe_model h,
const FM::Vec z
 

Bayes_base::Float Bayesian_filter::UD_scheme::observe Linear_correlated_observe_model h,
const FM::Vec z
 

Bayes_base::Float Bayesian_filter::UD_scheme::observe Linrz_uncorrelated_observe_model h,
const FM::Vec z
[virtual]
 

Implements Bayesian_filter::Linrz_filter.

Bayes_base::Float Bayesian_filter::UD_scheme::observe Linrz_correlated_observe_model h,
const FM::Vec z
[virtual]
 

Implements Bayesian_filter::Linrz_filter.

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

UD_scheme::Float Bayesian_filter::UD_scheme::observeUD FM::Vec gain,
Float alpha,
const FM::Vec h,
const Float  r
[protected]
 

UD_scheme & Bayesian_filter::UD_scheme::operator= const UD_scheme  ) 
 

UD_scheme::Float Bayesian_filter::UD_scheme::predict Linrz_predict_model f  )  [virtual]
 

Implements Bayesian_filter::Linrz_filter.

UD_scheme::Float Bayesian_filter::UD_scheme::predictGq const FM::Matrix Fx,
const FM::Matrix G,
const FM::Vec q
[protected]
 

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

Implements Bayesian_filter::Kalman_state_filter.


Member Data Documentation

FM::Vec Bayesian_filter::UD_scheme::a [protected]
 

FM::Vec Bayesian_filter::UD_scheme::b [protected]
 

FM::Vec Bayesian_filter::UD_scheme::d [protected]
 

FM::Vec Bayesian_filter::UD_scheme::dv [protected]
 

FM::Matrix Bayesian_filter::UD_scheme::GIHx [protected]
 

FM::Matrix Bayesian_filter::UD_scheme::Gz [protected]
 

FM::Vec Bayesian_filter::UD_scheme::h1 [protected]
 

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

FM::Vec Bayesian_filter::UD_scheme::s
 

FM::Vec Bayesian_filter::UD_scheme::Sd
 

FM::Matrix Bayesian_filter::UD_scheme::UD
 

FM::Vec Bayesian_filter::UD_scheme::v [protected]
 

FM::Vec Bayesian_filter::UD_scheme::w [protected]
 

FM::Vec Bayesian_filter::UD_scheme::znorm [protected]
 

FM::Vec Bayesian_filter::UD_scheme::zpdecol [protected]
 


The documentation for this class was generated from the following files:
Generated on Wed Oct 4 22:57:25 2006 for Bayes++ Bayesian Filtering Classes by  doxygen 1.4.6