Bayesian_filter::Kalman_state_filter Class Reference

#include <bayesFlt.hpp>

Inheritance diagram for Bayesian_filter::Kalman_state_filter:

Public Member Functions
	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)
Public Member Functions inherited from Bayesian_filter::Bayes_base
virtual	~Bayes_base ()=0

Public Attributes
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
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::Kalman_state_filter::Kalman_state_filter

(

std::size_t

x_size

)

Member Function Documentation

virtual void Bayesian_filter::Kalman_state_filter::init ( )

pure virtual

Implemented in Bayesian_filter::SIR_kalman_scheme, Bayesian_filter::Iterated_covariance_scheme, Bayesian_filter::Indirect_kalman_filter< Error_base >, Bayesian_filter::Unscented_scheme, Bayesian_filter::UD_scheme, Bayesian_filter::Information_scheme, Bayesian_filter::CI_scheme, Bayesian_filter::Information_root_scheme, and Bayesian_filter::Covariance_scheme.

Referenced by init_kalman().

void Bayesian_filter::Kalman_state_filter::init_kalman	(	const FM::Vec &	x,
		const FM::SymMatrix &	X
	)

References init(), Bayesian_filter::State_filter::x, and X.

virtual void Bayesian_filter::Kalman_state_filter::update ( )

pure virtual

Implements Bayesian_filter::State_filter.

Implemented in Bayesian_filter::SIR_kalman_scheme, Bayesian_filter::Indirect_kalman_filter< Error_base >, Bayesian_filter::Iterated_covariance_scheme, Bayesian_filter::Unscented_scheme, Bayesian_filter::UD_scheme, Bayesian_filter::Information_scheme, Bayesian_filter::CI_scheme, Bayesian_filter::Information_root_scheme, and Bayesian_filter::Covariance_scheme.

Referenced by Bayesian_filter::Extended_kalman_filter::observe().

Member Data Documentation

Numerical_rcond Bayesian_filter::Kalman_state_filter::rclimit

Referenced by Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::Information_scheme::init(), Bayesian_filter::UD_scheme::init(), Bayesian_filter::SIR_kalman_scheme::init(), Bayesian_filter::Information_root_info_scheme::init_yY(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::CI_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::Unscented_scheme::operator=(), Bayesian_filter::UD_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), and Bayesian_filter::Information_scheme::update().

FM::SymMatrix Bayesian_filter::Kalman_state_filter::X

Referenced by Bayesian_filter::Covariance_scheme::init(), Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::CI_scheme::init(), Bayesian_filter::Information_scheme::init(), Bayesian_filter::UD_scheme::init(), Bayesian_filter::Iterated_covariance_scheme::init(), Bayesian_filter::SIR_kalman_scheme::init(), init_kalman(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::CI_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Unscented_scheme::operator=(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::CI_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Iterated_covariance_scheme::predict(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), Bayesian_filter::Information_root_scheme::update(), Bayesian_filter::Information_scheme::update(), Bayesian_filter::UD_scheme::update(), and Bayesian_filter::SIR_kalman_scheme::update_statistics().

---

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

• bayesFlt.hpp
• bayesFlt.cpp