Public Member Functions | Protected Member Functions | Private Attributes
BFL::RauchTungStriebel Class Reference

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

#include <rauchtungstriebel.h>

Inheritance diagram for BFL::RauchTungStriebel:
Inheritance graph
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List of all members.

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

Constructor.

Precondition:
you created the prior
Parameters:
priorpointer to the Gaussian Pdf prior density

Definition at line 27 of file rauchtungstriebel.cpp.

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:
sysmodelpointer to the system model the filter should use
uinput to the system
filtered_postposterior 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.


Member Data Documentation

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.

Definition at line 76 of file rauchtungstriebel.h.

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.


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


bfl
Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.
autogenerated on Fri Aug 28 2015 10:10:22