Bayesian_filter::Extended_kalman_filter Class Reference

#include <bayesFlt.hpp>

Inheritance diagram for Bayesian_filter::Extended_kalman_filter:

Public Member Functions
virtual Float	observe (Linrz_uncorrelated_observe_model &h, const FM::Vec &z)
virtual Float	observe (Linrz_correlated_observe_model &h, const FM::Vec &z)
virtual Float	observe_innovation (Linrz_uncorrelated_observe_model &h, const FM::Vec &s)=0
virtual Float	observe_innovation (Linrz_correlated_observe_model &h, const FM::Vec &s)=0
Public Member Functions inherited from Bayesian_filter::Linrz_filter
virtual Float	predict (Linrz_predict_model &f)=0
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)
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)

Protected Member Functions
	Extended_kalman_filter ()
Protected Member Functions inherited from Bayesian_filter::Linrz_kalman_filter
	Linrz_kalman_filter ()

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)
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

Constructor & Destructor Documentation

Extended_kalman_filter()

Bayesian_filter::Extended_kalman_filter::Extended_kalman_filter ( )

inlineprotected

Member Function Documentation

observe() [1/2]

Bayes_base::Float Bayesian_filter::Extended_kalman_filter::observe ( Linrz_correlated_observe_model &  h, const FM::Vec &  z  )

virtual

Implements Bayesian_filter::Linrz_filter.

References Bayesian_filter::Parametised_observe_model::h(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Parametised_observe_model::normalise(), observe_innovation(), Bayesian_filter::Kalman_state_filter::update(), and Bayesian_filter::State_filter::x.

observe() [2/2]

Bayes_base::Float Bayesian_filter::Extended_kalman_filter::observe ( Linrz_uncorrelated_observe_model &  h, const FM::Vec &  z  )

virtual

Implements Bayesian_filter::Linrz_filter.

References Bayesian_filter::Parametised_observe_model::h(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Parametised_observe_model::normalise(), observe_innovation(), Bayesian_filter::Kalman_state_filter::update(), and Bayesian_filter::State_filter::x.

observe_innovation() [1/2]

virtual Float Bayesian_filter::Extended_kalman_filter::observe_innovation ( Linrz_correlated_observe_model &  h, const FM::Vec &  s  )

pure virtual

Implemented in Bayesian_filter::Covariance_scheme, Bayesian_filter::Information_scheme, and Bayesian_filter::Information_root_scheme.

observe_innovation() [2/2]

virtual Float Bayesian_filter::Extended_kalman_filter::observe_innovation ( Linrz_uncorrelated_observe_model &  h, const FM::Vec &  s  )

pure virtual

Implemented in Bayesian_filter::Covariance_scheme, Bayesian_filter::Information_scheme, and Bayesian_filter::Information_root_scheme.

Referenced by observe(), and observe().

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

• bayesFlt.hpp
• bayesFlt.cpp