Public Member Functions | Protected Member Functions | Private Attributes | List of all members
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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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
priorpointer 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
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.

◆ 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:


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 Mon Feb 28 2022 21:56:34