Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

DiscreteFilter	Estimator that can be used to estimate discrete states. The update is applied according to Bayes. No propagation has been included in this class, but the propagate method can simply be overloaded in a specialized class
FixedState	FixedState is a simple wrapper such that probability density function can be threaded as state estimator, i.e., FixedState reflects a state but update, propagation and reset do not influence the state
KalmanFilter	Kalman filter with constant-velocity system model. The system noise is automatically calculated from the maximum expected acceleration which can be set as a parameter
MultiModelFilter
PositionFilter	Estimator specialized in estimating the position of a target. The estimator uses a Kalman filter with constant velocity process model. If no updates are received for a given amount of time, the PositionFilter replaces the Kalman filter output by a predefined Gaussian distribution over the current state of the filter (to avoid unrealistic propagation of the state)