Bayesian_filter::Information_root_scheme Class Reference

#include <infRtFlt.hpp>

Inheritance diagram for Bayesian_filter::Information_root_scheme:

Public Member Functions
	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)

Static Public Member Functions
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
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

Additional Inherited Members
Public Types inherited from Bayesian_filter::Bayes_base
typedef Bayesian_filter_matrix::Float	Float
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_scheme()

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

Member Function Documentation

init()

void Bayesian_filter::Information_root_scheme::init ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter_matrix::noalias(), r, R, Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UCfactor(), Bayesian_filter_matrix::UTinverse(), Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

inverse_Fx()

void Bayesian_filter::Information_root_scheme::inverse_Fx ( FM::DenseColMatrix &  invFx, const FM::Matrix &  Fx  )

static

References Bayesian_filter::Bayes_base::error(), Bayesian_filter_matrix::LAPACK::getrf(), Bayesian_filter_matrix::LAPACK::getrs(), and Bayesian_filter_matrix::identity().

Referenced by predict(), and predict().

observe_innovation() [1/2]

Bayes_base::Float Bayesian_filter::Information_root_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_matrix::LAPACK::geqrf(), Bayesian_filter::Jacobian_observe_model::Hx, Bayesian_filter_matrix::noalias(), r, R, Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UCfactor(), Bayesian_filter_matrix::UCrcond(), Bayesian_filter_matrix::UpperTri(), Bayesian_filter_matrix::UTinverse(), Bayesian_filter::State_filter::x, and Bayesian_filter::Correlated_additive_observe_model::Z.

observe_innovation() [2/2]

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

virtual

Implements Bayesian_filter::Extended_kalman_filter.

References Bayesian_filter::Bayes_base::error(), Bayesian_filter_matrix::LAPACK::geqrf(), Bayesian_filter::Jacobian_observe_model::Hx, Bayesian_filter_matrix::noalias(), r, R, Bayesian_filter_matrix::UCrcond(), Bayesian_filter_matrix::UpperTri(), Bayesian_filter::State_filter::x, and Bayesian_filter::Uncorrelated_additive_observe_model::Zv.

predict() [1/4]

Float Bayesian_filter::Information_root_scheme::predict ( Linear_invertible_predict_model &  f )

inline

References Bayesian_filter::Linear_invertible_predict_model::inverse_model::Fx, Bayesian_filter::Linear_invertible_predict_model::inv, and predict().

predict() [2/4]

Bayes_base::Float Bayesian_filter::Information_root_scheme::predict

(

Linear_predict_model &

f

)

References Bayesian_filter::Linrz_predict_model::Fx, inverse_Fx(), and predict().

predict() [3/4]

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

virtual

Implements Bayesian_filter::Linrz_filter.

References Bayesian_filter::Linrz_predict_model::Fx, inverse_Fx(), and predict().

predict() [4/4]

Bayes_base::Float Bayesian_filter::Information_root_scheme::predict	(	Linrz_predict_model &	f,
		const FM::ColMatrix &	invFx,
		bool	linear_r
	)

References Bayesian_filter::Bayes_base::error(), Bayesian_filter::Additive_predict_model::f(), Bayesian_filter::Additive_predict_model::G, Bayesian_filter_matrix::LAPACK::geqrf(), Bayesian_filter_matrix::identity(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Additive_predict_model::q, r, R, Bayesian_filter_matrix::UCrcond(), update(), Bayesian_filter_matrix::UpperTri(), and Bayesian_filter::State_filter::x.

Referenced by predict(), predict(), and predict().

update()

void Bayesian_filter::Information_root_scheme::update ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::Bayes_base::error(), Bayesian_filter_matrix::noalias(), Bayesian_filter_matrix::prod_SPD(), r, R, Bayesian_filter_matrix::UTinverse(), Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

Referenced by predict(), and Bayesian_filter::Information_root_info_scheme::update_yY().

Member Data Documentation

r

FM::Vec Bayesian_filter::Information_root_scheme::r

Referenced by init(), Bayesian_filter::Information_root_info_scheme::init_yY(), observe_innovation(), observe_innovation(), predict(), and update().

R

FM::UTriMatrix Bayesian_filter::Information_root_scheme::R

Referenced by init(), Bayesian_filter::Information_root_info_scheme::init_yY(), observe_innovation(), observe_innovation(), predict(), update(), and Bayesian_filter::Information_root_info_scheme::update_yY().

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

• infRtFlt.hpp
• infRtFlt.cpp