Bayesian_filter::Information_root_info_scheme Class Reference

#include <infRtFlt.hpp>

Inheritance diagram for Bayesian_filter::Information_root_info_scheme:

Public Member Functions
	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_invertible_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

Information_root_info_scheme()

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

Member Function Documentation

init_yY()

void Bayesian_filter::Information_root_info_scheme::init_yY ( )

virtual

Implements Bayesian_filter::Information_state_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter_matrix::LdLfactor(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Information_root_scheme::r, Bayesian_filter::Information_root_scheme::R, Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UTinverse(), Bayesian_filter::State_filter::x, Bayesian_filter::Information_state_filter::y, and Bayesian_filter::Information_state_filter::Y.

update_yY()

void Bayesian_filter::Information_root_info_scheme::update_yY ( )

virtual

Implements Bayesian_filter::Information_state_filter.

References Bayesian_filter_matrix::noalias(), Bayesian_filter::Information_root_scheme::R, Bayesian_filter::Information_root_scheme::update(), Bayesian_filter::State_filter::x, Bayesian_filter::Information_state_filter::y, and Bayesian_filter::Information_state_filter::Y.

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

• infRtFlt.hpp
• infRtFlt.cpp