Bayesian_filter::Unscented_scheme Class Reference

#include <unsFlt.hpp>

Inheritance diagram for Bayesian_filter::Unscented_scheme:

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

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

void Bayesian_filter::Unscented_scheme::init ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

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

void Bayesian_filter::Unscented_scheme::init_XX

(

)

References fXX, kappa, and Bayesian_filter_matrix::noalias().

Referenced by predict().

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

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(), and Bayesian_filter::Correlated_additive_observe_model::Z.

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

inlinevirtual

Implements Bayesian_filter::Linrz_filter.

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

inlinevirtual

Implements Bayesian_filter::Linrz_filter.

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

protectedvirtual

Referenced by observe().

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().

Unscented_scheme & Bayesian_filter::Unscented_scheme::operator=

(

const Unscented_scheme &

a

)

References Bayesian_filter::Numerical_rcond::check_PSD(), Bayesian_filter::Kalman_state_filter::rclimit, Bayesian_filter_matrix::UCfactor(), Bayesian_filter::State_filter::x, Bayesian_filter::Kalman_state_filter::X, and XX.

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(), and Bayesian_filter::Unscented_predict_model::Q().

Referenced by predict().

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

virtual

Implements Bayesian_filter::Functional_filter.

References predict().

void Bayesian_filter::Unscented_scheme::predict

(

Additive_predict_model &

f

)

References predict().

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

inlinevirtual

Implements Bayesian_filter::Linrz_filter.

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

protectedvirtual

Referenced by predict().

void Bayesian_filter::Unscented_scheme::update ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

void Bayesian_filter::Unscented_scheme::update_XX

(

Float

kappa

)

References Bayesian_filter::Additive_predict_model::G, kappa, Bayesian_filter_matrix::noalias(), Bayesian_filter_matrix::prod_SPD(), and Bayesian_filter::Additive_predict_model::q.

Member Data Documentation

FM::ColMatrix Bayesian_filter::Unscented_scheme::fXX

protected

Referenced by init_XX(), and predict().

Float Bayesian_filter::Unscented_scheme::kappa

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

std::size_t Bayesian_filter::Unscented_scheme::last_z_size

protected

Referenced by observe_size(), and Unscented_scheme().

FM::Vec Bayesian_filter::Unscented_scheme::s

Referenced by observe(), and observe_size().

FM::SymMatrix Bayesian_filter::Unscented_scheme::S

Referenced by observe(), and observe_size().

FM::SymMatrix Bayesian_filter::Unscented_scheme::SI

Referenced by observe(), and observe_size().

FM::ColMatrix Bayesian_filter::Unscented_scheme::XX

Referenced by operator=().

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

• unsFlt.hpp
• unsFlt.cpp