Bayesian_filter::Covariance_scheme Class Reference

#include <covFlt.hpp>

Inheritance diagram for Bayesian_filter::Covariance_scheme:

Public Member Functions
	Covariance_scheme (std::size_t x_size, std::size_t z_initialsize=0)
Covariance_scheme &	operator= (const Covariance_scheme &)
void	init ()
void	update ()
Float	predict (Linrz_predict_model &f)
Float	predict (Gaussian_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 Attributes
FM::SymMatrix	S
FM::SymMatrix	SI
FM::Matrix	W
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
FM::RowMatrix	tempX
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::Covariance_scheme::Covariance_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::Covariance_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::Covariance_scheme::observe_innovation ( Linrz_uncorrelated_observe_model &  h, const FM::Vec &  s  )

virtual

Implements Bayesian_filter::Extended_kalman_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter::Bayes_base::error(), Bayesian_filter::Jacobian_observe_model::Hx, Bayesian_filter_matrix::noalias(), observe_size(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter::Kalman_state_filter::rclimit, S, SI, Bayesian_filter_matrix::UdUinversePD(), W, Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and Bayesian_filter::Uncorrelated_additive_observe_model::Zv.

Bayes_base::Float Bayesian_filter::Covariance_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::Bayes_base::error(), Bayesian_filter::Jacobian_observe_model::Hx, Bayesian_filter_matrix::noalias(), observe_size(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter::Kalman_state_filter::rclimit, S, SI, Bayesian_filter_matrix::UdUinversePD(), W, Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and Bayesian_filter::Correlated_additive_observe_model::Z.

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

protected

References last_z_size, S, SI, W, and Bayesian_filter::State_filter::x.

Referenced by Covariance_scheme(), and observe_innovation().

Covariance_scheme & Bayesian_filter::Covariance_scheme::operator=

(

const Covariance_scheme &

a

)

Bayes_base::Float Bayesian_filter::Covariance_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, tempX, Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

Bayes_base::Float Bayesian_filter::Covariance_scheme::predict

(

Gaussian_predict_model &

f

)

References Bayesian_filter::Gaussian_predict_model::G, Bayesian_filter_matrix::noalias(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter::Gaussian_predict_model::q, tempX, and Bayesian_filter::Kalman_state_filter::X.

void Bayesian_filter::Covariance_scheme::update ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

Member Data Documentation

std::size_t Bayesian_filter::Covariance_scheme::last_z_size

protected

Referenced by Covariance_scheme(), and observe_size().

FM::SymMatrix Bayesian_filter::Covariance_scheme::S

Referenced by observe_innovation(), and observe_size().

FM::SymMatrix Bayesian_filter::Covariance_scheme::SI

Referenced by observe_innovation(), and observe_size().

FM::RowMatrix Bayesian_filter::Covariance_scheme::tempX

protected

Referenced by predict().

FM::Matrix Bayesian_filter::Covariance_scheme::W

Referenced by observe_innovation(), and observe_size().

---

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

• covFlt.hpp
• covFlt.cpp