Inheritance diagram for Bayesian_filter::Filter_scheme< UD_scheme >:

Public Member Functions
	Filter_scheme (std::size_t x_size, std::size_t q_maxsize, std::size_t z_initialsize)

Public Member Functions inherited from Bayesian_filter::UD_scheme
	UD_scheme (std::size_t x_size, std::size_t q_maxsize, std::size_t z_initialsize=0)

UD_scheme &	operator= (const UD_scheme &)

void	init ()

void	update ()

Float	predict (Linrz_predict_model &f)

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

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

Float	observe (Linear_correlated_observe_model &h, const FM::Vec &z)

Float	observe (UD_sequential_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)

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::UD_scheme
FM::Matrix	UD

FM::Vec	s

FM::Vec	Sd

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 inherited from Bayesian_filter::UD_scheme
Float	predictGq (const FM::Matrix &Fx, const FM::Matrix &G, const FM::Vec &q)

Float	observeUD (FM::Vec &gain, Float &alpha, const FM::Vec &h, const Float r)

void	observe_size (std::size_t z_size)

Protected Member Functions inherited from Bayesian_filter::Linrz_kalman_filter
	Linrz_kalman_filter ()

Protected Attributes inherited from Bayesian_filter::UD_scheme
FM::Vec	d

FM::Vec	dv

FM::Vec	v

FM::Vec	a

FM::Vec	b

std::size_t	last_z_size

FM::Vec	h1

FM::Vec	w

FM::Vec	znorm

FM::Vec	zpdecol

FM::Matrix	Gz

FM::Matrix	GIHx

Constructor & Destructor Documentation

◆ Filter_scheme()

Bayesian_filter::Filter_scheme< UD_scheme >::Filter_scheme	(	std::size_t	x_size,
		std::size_t	q_maxsize,
		std::size_t	z_initialsize
	)

inline

The documentation for this struct was generated from the following file: