Class representing all Rauch-Tung-Striebel backward filters. More...

#include <rauchtungstriebel.h>

Inheritance diagram for BFL::RauchTungStriebel:

Public Member Functions
	RauchTungStriebel (Gaussian *prior)
	Constructor.
virtual	~RauchTungStriebel ()
	Destructor.
Protected Member Functions
void	PostMuSet (const MatrixWrapper::ColumnVector &c)
	Set expected value of posterior estimate.
void	PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s)
	Set covariance of posterior estimate.
virtual void	SysUpdate (SystemModel< MatrixWrapper::ColumnVector > const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< ColumnVector > const filtered_post)
	System Update.
virtual bool	UpdateInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, Pdf< ColumnVector > const filtered_post)
Private Attributes
Matrix	_F
Matrix	_K
Matrix	_Ppred
Matrix	_Psmooth
Matrix	_Pxx
SymmetricMatrix	_Q
SymmetricMatrix	_Sigma_new
ColumnVector	_x
ColumnVector	_xf
ColumnVector	_xpred
ColumnVector	_xsmooth

Detailed Description

Class representing all Rauch-Tung-Striebel backward filters.

This is a class representing the Rauch-Tung-Striebel backward filter. It is a backward filter in which the Posterior density is represented by a Gaussian density. Rauch-Tung-Striebel backward filter are only applicable to continuous systems.

The system of updating the Posterior density is implemented in this base class.

See also:: Gaussian; LinearAnalyticSystemModelGaussianUncertainty

Definition at line 42 of file rauchtungstriebel.h.

Constructor & Destructor Documentation

BFL::RauchTungStriebel::RauchTungStriebel ( Gaussian * prior )

Constructor.

Precondition:: you created the prior

Parameters:

prior pointer to the Gaussian Pdf prior density

Definition at line 27 of file rauchtungstriebel.cpp.

BFL::RauchTungStriebel::~RauchTungStriebel ( ) [virtual]

Destructor.

Definition at line 45 of file rauchtungstriebel.cpp.

Member Function Documentation

void BFL::RauchTungStriebel::PostMuSet ( const MatrixWrapper::ColumnVector & c ) [protected]

Set expected value of posterior estimate.

Definition at line 86 of file rauchtungstriebel.cpp.

void BFL::RauchTungStriebel::PostSigmaSet ( const MatrixWrapper::SymmetricMatrix & s ) [protected]

Set covariance of posterior estimate.

Definition at line 80 of file rauchtungstriebel.cpp.

void BFL::RauchTungStriebel::SysUpdate	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		const MatrixWrapper::ColumnVector &	u,
		Pdf< ColumnVector > *const	filtered_post
	)		`[protected, virtual]`

System Update.

Update the filter's Posterior density using the deterministic inputs to the system and the system model

Parameters:

sysmodel	pointer to the system model the filter should use
u	input to the system
filtered_post	posterior from forward Bayesian filter

Definition at line 51 of file rauchtungstriebel.cpp.

bool BFL::RauchTungStriebel::UpdateInternal	(	SystemModel< ColumnVector > *const	sysmodel,
		const ColumnVector &	u,
		Pdf< ColumnVector > *const	filtered_post
	)		`[protected, virtual]`