19 #ifndef __RAUCHTUNGSTRIEBEL__
20 #define __RAUCHTUNGSTRIEBEL__
22 #include "backwardfilter.h"
23 #include "../pdf/gaussian.h"
24 #include "../pdf/conditionalpdf.h"
25 #include "../model/analyticsystemmodel_gaussianuncertainty.h"
75 ColumnVector _x, _xf, _xpred, _xsmooth;
76 Matrix _F, _Ppred, _Pxx, _K, _Psmooth;
77 SymmetricMatrix _Q, _Sigma_new;
82 #endif //__RAUCHTUNGSTRIEBEL__
Class PDF: Virtual Base class representing Probability Density Functions.
Class representing all Rauch-Tung-Striebel backward filters.
Class representing Gaussian (or normal density)
Virtual Baseclass representing all bayesian backward filters.
Wrapper class for ColumnVectors (Boost implementation)
virtual ~RauchTungStriebel()
Destructor.
void PostMuSet(const MatrixWrapper::ColumnVector &c)
Set expected value of posterior estimate.
RauchTungStriebel(Gaussian *prior)
Constructor.
virtual void SysUpdate(SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< ColumnVector > *const filtered_post)
System Update.
void PostSigmaSet(const MatrixWrapper::SymmetricMatrix &s)
Set covariance of posterior estimate.