Bayesian_filter::Iterated_covariance_scheme Class Reference

#include <itrFlt.hpp>

Inheritance diagram for Bayesian_filter::Iterated_covariance_scheme:

Public Member Functions
	Iterated_covariance_scheme (std::size_t x_size, std::size_t z_initialsize=0)
Iterated_covariance_scheme &	operator= (const Iterated_covariance_scheme &)
void	init ()
void	update ()
Float	predict (Linrz_predict_model &f)
Float	observe (Linrz_uncorrelated_observe_model &h, Iterated_terminator &term, const FM::Vec &z)
Float	observe (Linrz_correlated_observe_model &h, Iterated_terminator &term, const FM::Vec &z)
Float	observe (Linrz_uncorrelated_observe_model &h, const FM::Vec &z)
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
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::Linrz_kalman_filter
	Linrz_kalman_filter ()

Protected Attributes
FM::RowMatrix	tempX
std::size_t	last_z_size
FM::Vec	s
FM::Matrix	HxT

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::Iterated_covariance_scheme::Iterated_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::Iterated_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::Iterated_covariance_scheme::observe	(	Linrz_uncorrelated_observe_model &	h,
		Iterated_terminator &	term,
		const FM::Vec &	z
	)

Bayes_base::Float Bayesian_filter::Iterated_covariance_scheme::observe	(	Linrz_correlated_observe_model &	h,
		Iterated_terminator &	term,
		const FM::Vec &	z
	)

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter::Parametised_observe_model::h(), Bayesian_filter::Jacobian_observe_model::Hx, HxT, Bayesian_filter_matrix::noalias(), Bayesian_filter::Parametised_observe_model::normalise(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter::Kalman_state_filter::rclimit, S, s, SI, Bayesian_filter::Iterated_terminator::term_or_relinearize(), Bayesian_filter_matrix::UdUinversePD(), Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and Bayesian_filter::Correlated_additive_observe_model::Z.

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

inlinevirtual

Implements Bayesian_filter::Linrz_filter.

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

inlinevirtual

Implements Bayesian_filter::Linrz_filter.

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

protected

References HxT, last_z_size, S, s, SI, and Bayesian_filter::State_filter::x.

Referenced by Iterated_covariance_scheme().

Iterated_covariance_scheme & Bayesian_filter::Iterated_covariance_scheme::operator=

(

const Iterated_covariance_scheme &

a

)

Bayes_base::Float Bayesian_filter::Iterated_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.

void Bayesian_filter::Iterated_covariance_scheme::update ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

Member Data Documentation

FM::Matrix Bayesian_filter::Iterated_covariance_scheme::HxT

protected

Referenced by observe(), and observe_size().

std::size_t Bayesian_filter::Iterated_covariance_scheme::last_z_size

protected

Referenced by Iterated_covariance_scheme(), and observe_size().

FM::SymMatrix Bayesian_filter::Iterated_covariance_scheme::S

Referenced by observe(), and observe_size().

FM::Vec Bayesian_filter::Iterated_covariance_scheme::s

protected

Referenced by observe(), and observe_size().

FM::SymMatrix Bayesian_filter::Iterated_covariance_scheme::SI

Referenced by observe(), and observe_size().

FM::RowMatrix Bayesian_filter::Iterated_covariance_scheme::tempX

protected

Referenced by predict().

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

• itrFlt.hpp
• itrFlt.cpp