Detailed Description
Include file defining class SRIFilter. class SRIFilter implements the square root information matrix form of the Kalman filter and smoother.
Reference: "Factorization Methods for Discrete Sequential Estimation," G.J. Bierman, Academic Press, 1977.
Definition in file SRIFilter.hpp.
#include <ostream>#include "Matrix.hpp"#include "Vector.hpp"#include "SRI.hpp"#include "SparseMatrix.hpp"
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Go to the source code of this file.
Classes | |
| class | gnsstk::SRIFilter |
Namespaces | |
| gnsstk | |
| For Sinex::InputHistory. | |