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EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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What the Rao-Blackwellized states share (decisions.md [rao-blackwellized-core], [rb-particle-filter]): the SharedCovariance and PerPointCovariance forms, BlockSplit, which divides a state into the block fixed at points and the Gaussian rest, Conditionals, the Gaussians over the rest stored in either form, the collapse of points and conditionals into one Gaussian, and the conditioning of the rest on a drawn block. More...
#include <cmath>#include <cstddef>#include <expected>#include <numbers>#include <optional>#include <span>#include <type_traits>#include <utility>#include <vector>#include <EmrysFilter/Core/Allocation.h>#include <EmrysFilter/Core/Execution.h>#include <EmrysFilter/Core/Macros.h>#include <EmrysFilter/Core/Multiply.h>#include <EmrysFilter/Core/Solve.h>#include <EmrysFilter/Core/Weights.h>#include <EmrysFilter/Distributions/Gaussian.h>#include <EmrysFilter/Distributions/Hybrid.h>#include <EmrysFilter/Distributions/Moments.h>#include <EmrysFilter/Distributions/Params.h>#include <EmrysFilter/Distributions/SampleSet.h>#include <EmrysFilter/Distributions/Sampling.h>#include <EmrysFilter/Distributions/Statistics.h>#include <EmrysFilter/Spaces/Space.h>#include <EmrysFilter/Spaces/Subspace.h>#include <EmrysFilter/Spaces/TagPath.h>Go to the source code of this file.
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| struct | Emrys::SharedCovariance |
| One covariance for every point. More... | |
| struct | Emrys::PerPointCovariance |
| A covariance per point. More... | |
What the Rao-Blackwellized states share (decisions.md [rao-blackwellized-core], [rb-particle-filter]): the SharedCovariance and PerPointCovariance forms, BlockSplit, which divides a state into the block fixed at points and the Gaussian rest, Conditionals, the Gaussians over the rest stored in either form, the collapse of points and conditionals into one Gaussian, and the conditioning of the rest on a drawn block.
GridGaussianParams and ParticleGaussianParams are built on it; the update over points is Filters/RbUpdate.h. Read GridGaussian.h next.