Bayes++ Bayesian Filtering Classes  Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
Public Member Functions | List of all members
Bayesian_filter::Filter_scheme< Information_root_info_scheme > Struct Template Reference

#include <schemeFlt.hpp>

Inheritance diagram for Bayesian_filter::Filter_scheme< Information_root_info_scheme >:
Bayesian_filter::Information_root_info_scheme Bayesian_filter::Information_root_scheme Bayesian_filter::Information_state_filter Bayesian_filter::Extended_kalman_filter Bayesian_filter::Bayes_filter_base Bayesian_filter::Linrz_kalman_filter Bayesian_filter::Bayes_base 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

Public Member Functions

 Filter_scheme (std::size_t x_size, std::size_t q_maxsize, std::size_t z_initialsize)
 
- Public Member Functions inherited from Bayesian_filter::Information_root_info_scheme
 Information_root_info_scheme (std::size_t x_size, std::size_t z_initialsize=0)
 
void init_yY ()
 
void update_yY ()
 
- Public Member Functions inherited from Bayesian_filter::Information_root_scheme
 Information_root_scheme (std::size_t x_size, std::size_t z_initialsize=0)
 
void init ()
 
void update ()
 
Float predict (Linrz_predict_model &f, const FM::ColMatrix &invFx, bool linear_r)
 
Float predict (Linrz_predict_model &f)
 
Float predict (Linear_predict_model &f)
 
Float predict (Linear_invertable_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 Member Functions inherited from Bayesian_filter::Extended_kalman_filter
virtual Float observe (Linrz_uncorrelated_observe_model &h, const FM::Vec &z)
 
virtual Float observe (Linrz_correlated_observe_model &h, const FM::Vec &z)
 
- Public Member Functions inherited from Bayesian_filter::Bayes_base
virtual ~Bayes_base ()=0
 
- Public Member Functions inherited from Bayesian_filter::Kalman_state_filter
 Kalman_state_filter (std::size_t x_size)
 
void init_kalman (const FM::Vec &x, const FM::SymMatrix &X)
 
- Public Member Functions inherited from Bayesian_filter::State_filter
 State_filter (std::size_t x_size)
 
- Public Member Functions inherited from Bayesian_filter::Information_state_filter
 Information_state_filter (std::size_t x_size)
 
void init_information (const FM::Vec &y, const FM::SymMatrix &Y)
 

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::Information_root_scheme
static void inverse_Fx (FM::DenseColMatrix &invFx, const FM::Matrix &Fx)
 
- Static Public Member Functions inherited from Bayesian_filter::Bayes_base
static void error (const Numeric_exception &a)
 
static void error (const Logic_exception &a)
 
- Public Attributes inherited from Bayesian_filter::Information_root_scheme
FM::Vec r
 
FM::UTriMatrix R
 
- Public Attributes inherited from Bayesian_filter::Kalman_state_filter
FM::SymMatrix X
 
Numerical_rcond rclimit
 
- Public Attributes inherited from Bayesian_filter::State_filter
FM::Vec x
 
- Public Attributes inherited from Bayesian_filter::Information_state_filter
FM::Vec y
 
FM::SymMatrix Y
 
- Protected Member Functions inherited from Bayesian_filter::Extended_kalman_filter
 Extended_kalman_filter ()
 
- Protected Member Functions inherited from Bayesian_filter::Linrz_kalman_filter
 Linrz_kalman_filter ()
 

Constructor & Destructor Documentation

Bayesian_filter::Filter_scheme< Information_root_info_scheme >::Filter_scheme ( std::size_t  x_size,
std::size_t  q_maxsize,
std::size_t  z_initialsize 
)
inline

The documentation for this struct was generated from the following file: