Class representing all Rauch-Tung-Striebel backward filters. More...
#include <rauchtungstriebel.h>
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 |
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.
Definition at line 42 of file rauchtungstriebel.h.
Constructor.
Definition at line 27 of file rauchtungstriebel.cpp.
BFL::RauchTungStriebel::~RauchTungStriebel | ( | ) | [virtual] |
Destructor.
Definition at line 45 of file rauchtungstriebel.cpp.
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
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] |
Definition at line 73 of file rauchtungstriebel.cpp.
Matrix BFL::RauchTungStriebel::_F [private] |
Definition at line 76 of file rauchtungstriebel.h.
Matrix BFL::RauchTungStriebel::_K [private] |
Definition at line 76 of file rauchtungstriebel.h.
Matrix BFL::RauchTungStriebel::_Ppred [private] |
Definition at line 76 of file rauchtungstriebel.h.
Matrix BFL::RauchTungStriebel::_Psmooth [private] |
Definition at line 76 of file rauchtungstriebel.h.
Matrix BFL::RauchTungStriebel::_Pxx [private] |
Definition at line 76 of file rauchtungstriebel.h.
SymmetricMatrix BFL::RauchTungStriebel::_Q [private] |
Definition at line 77 of file rauchtungstriebel.h.
SymmetricMatrix BFL::RauchTungStriebel::_Sigma_new [private] |
Definition at line 77 of file rauchtungstriebel.h.
ColumnVector BFL::RauchTungStriebel::_x [private] |
Definition at line 75 of file rauchtungstriebel.h.
ColumnVector BFL::RauchTungStriebel::_xf [private] |
Definition at line 75 of file rauchtungstriebel.h.
ColumnVector BFL::RauchTungStriebel::_xpred [private] |
Definition at line 75 of file rauchtungstriebel.h.
ColumnVector BFL::RauchTungStriebel::_xsmooth [private] |
Definition at line 75 of file rauchtungstriebel.h.