#include <rauchtungstriebel.h>
Public Member Functions | |
RauchTungStriebel (Gaussian *prior) | |
Constructor. | |
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). | |
virtual bool | Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, Pdf< MatrixWrapper::ColumnVector > *const filtered_post) |
Full Update (system without inputs). | |
virtual Pdf < MatrixWrapper::ColumnVector > * | PostGet () |
Get Posterior density. | |
int | TimeStepGet () const |
Get current time. | |
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. | |
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. | |
Protected Attributes | |
Pdf < MatrixWrapper::ColumnVector > * | _prior |
prior Pdf | |
Pdf < MatrixWrapper::ColumnVector > * | _post |
Pointer to the Posterior Pdf. | |
int | _timestep |
Represents the current timestep of the filter. |
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 | ) |
virtual void 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 |
virtual bool UpdateInternal | ( | SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, | |
const MatrixWrapper::ColumnVector & | u, | |||
Pdf< MatrixWrapper::ColumnVector > *const | filtered_post | |||
) | [protected, pure virtual, inherited] |
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 |
virtual bool Update | ( | SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, | |
const MatrixWrapper::ColumnVector & | u, | |||
Pdf< MatrixWrapper::ColumnVector > *const | filtered_post | |||
) | [virtual, inherited] |
Full Update (system with inputs).
sysmodel | pointer to the system model to use for update | |
u | input to the system | |
filtered_post | filtered posterior |
virtual bool Update | ( | SystemModel< MatrixWrapper::ColumnVector > *const | sysmodel, | |
Pdf< MatrixWrapper::ColumnVector > *const | filtered_post | |||
) | [virtual, inherited] |
Full Update (system without inputs).
sysmodel | pointer to the system model to use for update | |
filtered_post | filtered posterior |
virtual Pdf<MatrixWrapper::ColumnVector >* PostGet | ( | ) | [virtual, inherited] |
Get Posterior density.
Get the current Posterior density
int TimeStepGet | ( | ) | const [inherited] |
Get current time.
Get the current time of the filter
Pdf<MatrixWrapper::ColumnVector >* _post [protected, inherited] |
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.