Bayesian Filtering Library
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Class representing all Rauch-Tung-Striebel backward filters. More...
#include <rauchtungstriebel.h>
Public Member Functions | |
RauchTungStriebel (Gaussian *prior) | |
Constructor. More... | |
virtual | ~RauchTungStriebel () |
Destructor. | |
virtual void | Reset (Pdf< MatrixWrapper::ColumnVector > *prior) |
Reset Filter. | |
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 Pdf< MatrixWrapper::ColumnVector > * | PostGet () |
Get Posterior density. More... | |
int | TimeStepGet () const |
Get current time. More... | |
Protected Member Functions | |
void | PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s) |
Set covariance of posterior estimate. | |
void | PostMuSet (const MatrixWrapper::ColumnVector &c) |
Set expected value of posterior estimate. | |
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) |
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... | |
Protected Attributes | |
Pdf< MatrixWrapper::ColumnVector > * | _prior |
prior Pdf | |
Pdf< MatrixWrapper::ColumnVector > * | _post |
Pointer to the Posterior Pdf. More... | |
int | _timestep |
Represents the current timestep of the filter. | |
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.
RauchTungStriebel | ( | Gaussian * | prior | ) |
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virtualinherited |
Get Posterior density.
Get the current Posterior density
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protectedvirtual |
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 |
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inherited |
Get current time.
Get the current time of the filter
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virtualinherited |
Full Update (system with inputs)
sysmodel | pointer to the system model to use for update |
u | input to the system |
filtered_post | filtered posterior |
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virtualinherited |
Full Update (system without inputs)
sysmodel | pointer to the system model to use for update |
filtered_post | filtered posterior |
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protectedpure virtualinherited |
Actual implementation of Update, varies along filters.
sysmodel | pointer to the used system model |
u | input param for proposal density |
filtered_post | is the posterior obtained by filtering of the timestep you want to smooth |
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protectedinherited |
Pointer to the Posterior Pdf.
The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.
Definition at line 69 of file backwardfilter.h.