FormSteps.h File Reference

The prediction and update steps of the square-root and information forms of the Gaussian (decisions.md [gaussian-forms]): internal::predictInPlace() and internal::updateInPlace() overloaded on SqrtGaussianParams, InfoGaussianParams, and SqrtInfoGaussianParams, which KalmanRecursion calls as it calls the covariance form's. More...

#include <cstddef>
#include <expected>
#include <limits>
#include <optional>
#include <type_traits>
#include <utility>
#include <variant>
#include <Eigen/Cholesky>
#include <Eigen/LU>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Core/Solve.h>
#include <EmrysFilter/Core/Triangularization.h>
#include <EmrysFilter/Distributions/Component.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/GaussianForm.h>
#include <EmrysFilter/Distributions/InfoGaussian.h>
#include <EmrysFilter/Distributions/Moments.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Distributions/SqrtGaussian.h>
#include <EmrysFilter/Distributions/SqrtInfoGaussian.h>
#include <EmrysFilter/Models/Measurement.h>
#include <EmrysFilter/Models/ProcessModel.h>
#include <EmrysFilter/Models/Transform.h>
#include <EmrysFilter/Spaces/Coordinates.h>
#include <EmrysFilter/Spaces/Indexing.h>
#include <EmrysFilter/Spaces/Reset.h>
#include <EmrysFilter/Spaces/Space.h>

Go to the source code of this file.

Detailed Description

The prediction and update steps of the square-root and information forms of the Gaussian (decisions.md [gaussian-forms]): internal::predictInPlace() and internal::updateInPlace() overloaded on SqrtGaussianParams, InfoGaussianParams, and SqrtInfoGaussianParams, which KalmanRecursion calls as it calls the covariance form's.

The method's job ends at a linearization, internal::linearizeMeasurementAt() for an update and internal::linearizeAt() or internal::transformRoot() for a prediction, and each form folds it in with what it holds. Read Reduction.h next.