SRIFilter.cpp File Reference

Detailed Description

Implementation of filter using class SRI. class SRI implements the square root information methods, used for least squares estimation and the SRI form of the Kalman filter.

Reference: "Factorization Methods for Discrete Sequential Estimation," by G.J. Bierman, Academic Press, 1977.

Definition in file SRIFilter.cpp.

#include "SRIFilter.hpp"
#include "RobustStats.hpp"
#include "StringUtils.hpp"

Include dependency graph for SRIFilter.cpp:

Go to the source code of this file.

Namespaces
	gnsstk
	For Sinex::InputHistory.

Functions
template<class T >
void	gnsstk::DMsmootherUpdateWithControl (Matrix< double > &P, Vector< double > &X, Matrix< double > &Phinv, Matrix< double > &Rw, Matrix< double > &G, Vector< double > &Zw, Matrix< double > &Rwx, Vector< double > &U)