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

#include <rauchtungstriebel.h>

Inheritance diagram for BFL::RauchTungStriebel:

Public Member Functions
	RauchTungStriebel (Gaussian *prior)
	Constructor. More...

virtual	~RauchTungStriebel ()
	Destructor. More...

Public Member Functions inherited from BFL::BackwardFilter< MatrixWrapper::ColumnVector >
	BackwardFilter (Pdf< MatrixWrapper::ColumnVector > *prior)
	Constructor. More...

	BackwardFilter (const BackwardFilter< MatrixWrapper::ColumnVector > &filt)
	copy constructor More...

virtual Pdf< MatrixWrapper::ColumnVector > *	PostGet ()
	Get Posterior density. More...

virtual void	Reset (Pdf< MatrixWrapper::ColumnVector > *prior)
	Reset Filter. More...

int	TimeStepGet () const
	Get current time. More...

virtual bool	Update (SystemModel< MatrixWrapper::ColumnVector > const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< MatrixWrapper::ColumnVector > const filtered_post)
	Full Update (system with inputs) More...

virtual bool	Update (SystemModel< MatrixWrapper::ColumnVector > const sysmodel, Pdf< MatrixWrapper::ColumnVector > const filtered_post)
	Full Update (system without inputs) More...

virtual	~BackwardFilter ()
	destructor More...

Protected Member Functions
void	PostMuSet (const MatrixWrapper::ColumnVector &c)
	Set expected value of posterior estimate. More...

void	PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s)
	Set covariance of posterior estimate. More...

virtual void	SysUpdate (SystemModel< MatrixWrapper::ColumnVector > const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< ColumnVector > const filtered_post)
	System Update. More...

virtual bool	UpdateInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, Pdf< ColumnVector > const filtered_post)

Protected Member Functions inherited from BFL::BackwardFilter< MatrixWrapper::ColumnVector >
virtual bool	UpdateInternal (SystemModel< MatrixWrapper::ColumnVector > const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< MatrixWrapper::ColumnVector > const filtered_post)=0
	Actual implementation of Update, varies along filters. More...

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

Additional Inherited Members
Protected Attributes inherited from BFL::BackwardFilter< MatrixWrapper::ColumnVector >
Pdf< MatrixWrapper::ColumnVector > *	_post
	Pointer to the Posterior Pdf. More...

Pdf< MatrixWrapper::ColumnVector > *	_prior
	prior Pdf More...

int	_timestep
	Represents the current timestep of the filter. More...

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

◆ RauchTungStriebel()

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.

◆ ~RauchTungStriebel()

BFL::RauchTungStriebel::~RauchTungStriebel ( )

virtual

Destructor.

Definition at line 45 of file rauchtungstriebel.cpp.

Member Function Documentation

◆ PostMuSet()

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

protected

Set expected value of posterior estimate.

Definition at line 86 of file rauchtungstriebel.cpp.

◆ PostSigmaSet()

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

protected

Set covariance of posterior estimate.

Definition at line 80 of file rauchtungstriebel.cpp.

◆ SysUpdate()

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

protectedvirtual

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.

◆ UpdateInternal()

bool BFL::RauchTungStriebel::UpdateInternal	(	SystemModel< ColumnVector > *const	sysmodel,
		const ColumnVector &	u,
		Pdf< ColumnVector > *const	filtered_post
	)

protectedvirtual

Definition at line 73 of file rauchtungstriebel.cpp.

Member Data Documentation

◆ _F

Matrix BFL::RauchTungStriebel::_F

private

Definition at line 76 of file rauchtungstriebel.h.

◆ _K

Matrix BFL::RauchTungStriebel::_K

private

Definition at line 76 of file rauchtungstriebel.h.

◆ _Ppred

Matrix BFL::RauchTungStriebel::_Ppred

private

Definition at line 76 of file rauchtungstriebel.h.

◆ _Psmooth

Matrix BFL::RauchTungStriebel::_Psmooth

private

Definition at line 76 of file rauchtungstriebel.h.

◆ _Pxx

Matrix BFL::RauchTungStriebel::_Pxx

private

Definition at line 76 of file rauchtungstriebel.h.

◆ _Q

SymmetricMatrix BFL::RauchTungStriebel::_Q

private

Definition at line 77 of file rauchtungstriebel.h.

◆ _Sigma_new

SymmetricMatrix BFL::RauchTungStriebel::_Sigma_new

private

Definition at line 77 of file rauchtungstriebel.h.

◆ _x

ColumnVector BFL::RauchTungStriebel::_x

private

Definition at line 75 of file rauchtungstriebel.h.

◆ _xf

ColumnVector BFL::RauchTungStriebel::_xf

private

Definition at line 75 of file rauchtungstriebel.h.

◆ _xpred

ColumnVector BFL::RauchTungStriebel::_xpred

private

Definition at line 75 of file rauchtungstriebel.h.

◆ _xsmooth

ColumnVector BFL::RauchTungStriebel::_xsmooth

private

Definition at line 75 of file rauchtungstriebel.h.

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

Public Member Functions

Protected Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ RauchTungStriebel()

◆ ~RauchTungStriebel()

Member Function Documentation

◆ PostMuSet()

◆ PostSigmaSet()

◆ SysUpdate()

◆ UpdateInternal()

Member Data Documentation

◆ _F

◆ _K

◆ _Ppred

◆ _Psmooth

◆ _Pxx

◆ _Q

◆ _Sigma_new

◆ _x

◆ _xf

◆ _xpred

◆ _xsmooth