Class representing all Rauch-Tung-Striebel backward filters.
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#include <rauchtungstriebel.h>
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| RauchTungStriebel (Gaussian *prior) |
| Constructor.
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virtual | ~RauchTungStriebel () |
| Destructor.
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virtual void | Reset (Pdf< MatrixWrapper::ColumnVector > *prior) |
| Reset Filter.
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< MatrixWrapper::ColumnVector > *const filtered_post) |
| Full Update (system with inputs)
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virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, Pdf< MatrixWrapper::ColumnVector > *const filtered_post) |
| Full Update (system without inputs)
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virtual Pdf< MatrixWrapper::ColumnVector > * | PostGet () |
| Get Posterior density.
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int | TimeStepGet () const |
| Get current time.
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void | PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s) |
| Set covariance of posterior estimate.
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void | PostMuSet (const MatrixWrapper::ColumnVector &c) |
| Set expected value of posterior estimate.
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virtual void | SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< ColumnVector > *const filtered_post) |
| System Update.
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virtual bool | UpdateInternal (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, Pdf< ColumnVector > *const filtered_post) |
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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.
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Pdf< MatrixWrapper::ColumnVector > * | _prior |
| prior Pdf
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Pdf< MatrixWrapper::ColumnVector > * | _post |
| Pointer to the Posterior Pdf.
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int | _timestep |
| Represents the current timestep of the filter.
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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
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LinearAnalyticSystemModelGaussianUncertainty
Definition at line 42 of file rauchtungstriebel.h.
◆ RauchTungStriebel()
Constructor.
- Precondition
- you created the prior
- Parameters
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◆ PostGet()
virtual Pdf< MatrixWrapper::ColumnVector > * PostGet |
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virtualinherited |
Get Posterior density.
Get the current Posterior density
- Returns
- a pointer to the current posterior
◆ SysUpdate()
virtual void SysUpdate |
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SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, |
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const MatrixWrapper::ColumnVector & | u, |
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Pdf< ColumnVector > *const | filtered_post ) |
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protectedvirtual |
System Update.
Update the filter's Posterior density using the deterministic inputs to the system and the system model
- Parameters
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sysmodel | pointer to the system model the filter should use |
u | input to the system |
filtered_post | posterior from forward Bayesian filter |
◆ TimeStepGet()
int TimeStepGet |
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const |
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inherited |
Get current time.
Get the current time of the filter
- Returns
- the current timestep
◆ Update() [1/2]
virtual bool Update |
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SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, |
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const MatrixWrapper::ColumnVector & | u, |
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Pdf< MatrixWrapper::ColumnVector > *const | filtered_post ) |
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virtualinherited |
Full Update (system with inputs)
- Parameters
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sysmodel | pointer to the system model to use for update |
u | input to the system |
filtered_post | filtered posterior |
◆ Update() [2/2]
virtual bool Update |
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SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, |
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Pdf< MatrixWrapper::ColumnVector > *const | filtered_post ) |
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virtualinherited |
Full Update (system without inputs)
- Parameters
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sysmodel | pointer to the system model to use for update |
filtered_post | filtered posterior |
◆ UpdateInternal()
virtual bool UpdateInternal |
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SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, |
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const MatrixWrapper::ColumnVector & | u, |
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Pdf< MatrixWrapper::ColumnVector > *const | filtered_post ) |
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protectedpure virtualinherited |
Actual implementation of Update, varies along filters.
- Parameters
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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 |
◆ _post
Pdf<MatrixWrapper::ColumnVector >* _post |
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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.
◆ _prior
Pdf<MatrixWrapper::ColumnVector >* _prior |
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protectedinherited |
◆ _timestep
Represents the current timestep of the filter.
Definition at line 72 of file backwardfilter.h.
The documentation for this class was generated from the following file: