Bayesian_filter::CI_scheme Class Reference

#include <CIFlt.hpp>

Inheritance diagram for Bayesian_filter::CI_scheme:

Public Member Functions
	CI_scheme (std::size_t x_size, std::size_t z_initialsize=0)
CI_scheme &	operator= (const CI_scheme &)
void	init ()
void	update ()
Float	predict (Linrz_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)
virtual Float	Omega (const FM::SymMatrix &Ai, const FM::SymMatrix &Bi, const FM::SymMatrix &A)
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 Attributes
FM::SymMatrix	S
FM::SymMatrix	SI
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

Protected Member Functions
void	observe_size (std::size_t z_size)
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 ()

Protected Attributes
std::size_t	last_z_size

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)

Constructor & Destructor Documentation

Bayesian_filter::CI_scheme::CI_scheme	(	std::size_t	x_size,
		std::size_t	z_initialsize = 0
	)

References last_z_size, and observe_size().

Member Function Documentation

void Bayesian_filter::CI_scheme::init ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::Bayes_base::error(), Bayesian_filter_matrix::isPSD(), and Bayesian_filter::Kalman_state_filter::X.

Bayes_base::Float Bayesian_filter::CI_scheme::observe_innovation ( Linrz_uncorrelated_observe_model &  h, const FM::Vec &  s  )

virtual

Implements Bayesian_filter::Extended_kalman_filter.

Bayes_base::Float Bayesian_filter::CI_scheme::observe_innovation ( Linrz_correlated_observe_model &  h, const FM::Vec &  s  )

virtual

Implements Bayesian_filter::Extended_kalman_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter::Numerical_rcond::check_PSD(), Bayesian_filter::Bayes_base::error(), Bayesian_filter::Jacobian_observe_model::Hx, Bayesian_filter_matrix::noalias(), observe_size(), Omega(), Bayesian_filter::Kalman_state_filter::rclimit, S, SI, Bayesian_filter_matrix::UdUinversePD(), Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and Bayesian_filter::Correlated_additive_observe_model::Z.

void Bayesian_filter::CI_scheme::observe_size ( std::size_t  z_size )

protected

References last_z_size, S, and SI.

Referenced by CI_scheme(), and observe_innovation().

virtual Float Bayesian_filter::CI_scheme::Omega ( const FM::SymMatrix &  Ai, const FM::SymMatrix &  Bi, const FM::SymMatrix &  A  )

inlinevirtual

Referenced by observe_innovation().

CI_scheme & Bayesian_filter::CI_scheme::operator=

(

const CI_scheme &

a

)

Bayes_base::Float Bayesian_filter::CI_scheme::predict ( Linrz_predict_model &  f )

virtual

Implements Bayesian_filter::Linrz_filter.

References Bayesian_filter::Additive_predict_model::f(), Bayesian_filter::Linrz_predict_model::Fx, Bayesian_filter::Additive_predict_model::G, Bayesian_filter_matrix::noalias(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter::Additive_predict_model::q, Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

void Bayesian_filter::CI_scheme::update ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

Member Data Documentation

std::size_t Bayesian_filter::CI_scheme::last_z_size

protected

Referenced by CI_scheme(), and observe_size().

FM::SymMatrix Bayesian_filter::CI_scheme::S

Referenced by observe_innovation(), and observe_size().

FM::SymMatrix Bayesian_filter::CI_scheme::SI

Referenced by observe_innovation(), and observe_size().

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The documentation for this class was generated from the following files:

• CIFlt.hpp
• CIFlt.cpp