Bayes++ Bayesian Filtering Classes Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
Public Member Functions | Public Attributes | Protected Member Functions | Protected Attributes | List of all members
Bayesian_filter::Unscented_scheme Class Reference

#include <unsFlt.hpp>

Inheritance diagram for Bayesian_filter::Unscented_scheme:
Bayesian_filter::Linrz_kalman_filter Bayesian_filter::Functional_filter Bayesian_filter::Linrz_filter Bayesian_filter::Kalman_state_filter Bayesian_filter::Bayes_filter_base Bayesian_filter::Bayes_filter_base Bayesian_filter::State_filter Bayesian_filter::Bayes_base Bayesian_filter::Bayes_base Bayesian_filter::Bayes_filter_base Bayesian_filter::Bayes_base

Public Member Functions

 Unscented_scheme (std::size_t x_size, std::size_t z_initialsize=0)
 
Unscented_scheme & operator= (const Unscented_scheme &)
 
void init ()
 
void init_XX ()
 
void update ()
 
void update_XX (Float kappa)
 
void predict (Unscented_predict_model &f)
 
void predict (Functional_predict_model &f)
 
void predict (Additive_predict_model &f)
 
Float predict (Linrz_predict_model &f)
 
Float observe (Uncorrelated_additive_observe_model &h, const FM::Vec &z)
 
Float observe (Correlated_additive_observe_model &h, 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::ColMatrix XX
 
Float kappa
 
FM::Vec s
 
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

virtual Float predict_Kappa (std::size_t size) const
 
virtual Float observe_Kappa (std::size_t size) const
 
void observe_size (std::size_t z_size)
 
- Protected Member Functions inherited from Bayesian_filter::Linrz_kalman_filter
 Linrz_kalman_filter ()
 

Protected Attributes

std::size_t last_z_size
 
FM::ColMatrix fXX
 

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

◆ Unscented_scheme()

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

References last_z_size, and observe_size().

Member Function Documentation

◆ init()

void Bayesian_filter::Unscented_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.

◆ init_XX()

void Bayesian_filter::Unscented_scheme::init_XX ( )

References fXX, kappa, Bayesian_filter_matrix::noalias(), Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

Referenced by predict().

◆ observe() [1/4]

Bayes_base::Float Bayesian_filter::Unscented_scheme::observe ( Correlated_additive_observe_model &  h,
const FM::Vec &  z 
)

References Bayesian_filter::Numerical_rcond::check_PD(), Bayesian_filter::Parametised_observe_model::h(), kappa, Bayesian_filter_matrix::noalias(), Bayesian_filter::Parametised_observe_model::normalise(), observe_Kappa(), observe_size(), Bayesian_filter_matrix::prod_SPD(), Bayesian_filter::Kalman_state_filter::rclimit, s, S, SI, Bayesian_filter_matrix::UdUinversePD(), Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, XX, and Bayesian_filter::Correlated_additive_observe_model::Z.

◆ observe() [2/4]

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

Implements Bayesian_filter::Linrz_filter.

References observe().

◆ observe() [3/4]

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

Implements Bayesian_filter::Linrz_filter.

References observe().

◆ observe() [4/4]

Bayes_base::Float Bayesian_filter::Unscented_scheme::observe ( Uncorrelated_additive_observe_model &  h,
const FM::Vec &  z 
)

References observe().

Referenced by observe(), observe(), and observe().

◆ observe_Kappa()

Unscented_scheme::Float Bayesian_filter::Unscented_scheme::observe_Kappa ( std::size_t  size) const
protectedvirtual

Referenced by observe().

◆ observe_size()

void Bayesian_filter::Unscented_scheme::observe_size ( std::size_t  z_size)
protected

References last_z_size, s, S, and SI.

Referenced by observe(), and Unscented_scheme().

◆ operator=()

Unscented_scheme & Bayesian_filter::Unscented_scheme::operator= ( const Unscented_scheme &  a)

References XX.

◆ predict() [1/4]

void Bayesian_filter::Unscented_scheme::predict ( Additive_predict_model &  f)

References predict().

◆ predict() [2/4]

void Bayesian_filter::Unscented_scheme::predict ( Functional_predict_model &  f)
virtual

Implements Bayesian_filter::Functional_filter.

References predict().

◆ predict() [3/4]

Float Bayesian_filter::Unscented_scheme::predict ( Linrz_predict_model &  f)
inlinevirtual

Implements Bayesian_filter::Linrz_filter.

References predict().

◆ predict() [4/4]

void Bayesian_filter::Unscented_scheme::predict ( Unscented_predict_model &  f)

References Bayesian_filter::Unscented_predict_model::f(), fXX, init_XX(), kappa, Bayesian_filter_matrix::noalias(), predict_Kappa(), Bayesian_filter::Unscented_predict_model::Q(), Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and XX.

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

◆ predict_Kappa()

Unscented_scheme::Float Bayesian_filter::Unscented_scheme::predict_Kappa ( std::size_t  size) const
protectedvirtual

Referenced by predict().

◆ update()

void Bayesian_filter::Unscented_scheme::update ( )
virtual

Implements Bayesian_filter::Kalman_state_filter.

◆ update_XX()

void Bayesian_filter::Unscented_scheme::update_XX ( Float  kappa)

References kappa, Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and XX.

Member Data Documentation

◆ fXX

FM::ColMatrix Bayesian_filter::Unscented_scheme::fXX
protected

Referenced by init_XX(), and predict().

◆ kappa

Float Bayesian_filter::Unscented_scheme::kappa

Referenced by init_XX(), observe(), predict(), and update_XX().

◆ last_z_size

std::size_t Bayesian_filter::Unscented_scheme::last_z_size
protected

Referenced by observe_size(), and Unscented_scheme().

◆ s

FM::Vec Bayesian_filter::Unscented_scheme::s

Referenced by observe(), and observe_size().

◆ S

FM::SymMatrix Bayesian_filter::Unscented_scheme::S

Referenced by observe(), and observe_size().

◆ SI

FM::SymMatrix Bayesian_filter::Unscented_scheme::SI

Referenced by observe(), and observe_size().

◆ XX

FM::ColMatrix Bayesian_filter::Unscented_scheme::XX

Referenced by observe(), operator=(), predict(), and update_XX().

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