Bayesian_filter::Information_scheme Class Reference

#include <infFlt.hpp>

Inheritance diagram for Bayesian_filter::Information_scheme:

Classes
struct	Linear_predict_byproducts

Public Member Functions
	Information_scheme (std::size_t x_size, std::size_t z_initialsize=0)
Information_scheme &	operator= (const Information_scheme &)
void	init ()
void	update ()
void	init_yY ()
void	update_yY ()
Float	predict (Linear_invertable_predict_model &f, Linear_predict_byproducts &b)
Float	predict (Linear_invertable_predict_model &f)
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)
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)

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
bool	update_required
FM::RowMatrix	tempX
FM::Vec	i
FM::SymMatrix	I
FM::SymMatrix	ZI
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)
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

Constructor & Destructor Documentation

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

References last_z_size, observe_size(), and update_required.

Member Function Documentation

void Bayesian_filter::Information_scheme::init ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UdUinversePD(), update_required, Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, Bayesian_filter::Information_scheme::Linear_predict_byproducts::y, and Bayesian_filter::Information_state_filter::Y.

void Bayesian_filter::Information_scheme::init_yY ( )

virtual

Implements Bayesian_filter::Information_state_filter.

References Bayesian_filter::Bayes_base::error(), Bayesian_filter_matrix::isPSD(), update_required, and Bayesian_filter::Information_state_filter::Y.

Bayes_base::Float Bayesian_filter::Information_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, i, I, Bayesian_filter_matrix::noalias(), observe_size(), Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UdUrcond(), update_required, Bayesian_filter::State_filter::x, Bayesian_filter::Information_scheme::Linear_predict_byproducts::y, Bayesian_filter::Information_state_filter::Y, and Bayesian_filter::Uncorrelated_additive_observe_model::Zv.

Referenced by predict().

Bayes_base::Float Bayesian_filter::Information_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, i, I, Bayesian_filter_matrix::noalias(), observe_size(), Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UdUinversePD(), update_required, Bayesian_filter::State_filter::x, Bayesian_filter::Information_scheme::Linear_predict_byproducts::y, Bayesian_filter::Information_state_filter::Y, Bayesian_filter::Correlated_additive_observe_model::Z, and ZI.

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

inlineprotected

References last_z_size, and ZI.

Referenced by Information_scheme(), and observe_innovation().

Information_scheme & Bayesian_filter::Information_scheme::operator=

(

const Information_scheme &

a

)

Float Bayesian_filter::Information_scheme::predict	(	Linear_invertable_predict_model &	f,
		Linear_predict_byproducts &	b
	)

References Bayesian_filter::Information_scheme::Linear_predict_byproducts::A, Bayesian_filter::Information_scheme::Linear_predict_byproducts::B, Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter::Bayes_base::error(), Bayesian_filter::Linear_invertable_predict_model::inverse_model::Fx, Bayesian_filter::Additive_predict_model::G, i, Bayesian_filter_matrix::identity(), Bayesian_filter::Linear_invertable_predict_model::inv, Bayesian_filter_matrix::noalias(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter_matrix::prod_SPDT(), Bayesian_filter::Additive_predict_model::q, Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter::Information_scheme::Linear_predict_byproducts::tempG, tempX, Bayesian_filter_matrix::UdUinversePDignoreInfinity(), update_required, Bayesian_filter::Information_scheme::Linear_predict_byproducts::y, and Bayesian_filter::Information_state_filter::Y.

Referenced by predict().

Float Bayesian_filter::Information_scheme::predict ( Linear_invertable_predict_model &  f )

inline

References Bayesian_filter::Linrz_predict_model::Fx, observe_innovation(), predict(), and Bayesian_filter::Additive_predict_model::q.

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

virtual

Implements Bayesian_filter::Linrz_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), 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::Kalman_state_filter::rclimit, tempX, Bayesian_filter_matrix::UdUinversePD(), update(), Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, Bayesian_filter::Information_scheme::Linear_predict_byproducts::y, and Bayesian_filter::Information_state_filter::Y.

void Bayesian_filter::Information_scheme::update ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UdUinversePD(), update_required, Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, Bayesian_filter::Information_scheme::Linear_predict_byproducts::y, and Bayesian_filter::Information_state_filter::Y.

Referenced by predict().

void Bayesian_filter::Information_scheme::update_yY ( )

virtual

Implements Bayesian_filter::Information_state_filter.

Member Data Documentation

FM::Vec Bayesian_filter::Information_scheme::i

protected

Referenced by observe_innovation(), and predict().

FM::SymMatrix Bayesian_filter::Information_scheme::I

protected

Referenced by observe_innovation().

std::size_t Bayesian_filter::Information_scheme::last_z_size

protected

Referenced by Information_scheme(), and observe_size().

FM::RowMatrix Bayesian_filter::Information_scheme::tempX

protected

Referenced by predict().

bool Bayesian_filter::Information_scheme::update_required

protected

Referenced by Information_scheme(), init(), init_yY(), observe_innovation(), predict(), and update().

FM::SymMatrix Bayesian_filter::Information_scheme::ZI

protected

Referenced by observe_innovation(), and observe_size().

---

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

• infFlt.hpp
• infFlt.cpp