EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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GaussianMixtureHistory.h File Reference

GaussianMixtureHistory, the record of a Gaussian mixture filter's forward pass, whose backward pass follows each component's lineage through merges, with smoothStep() for each component and each parent it descends from (decisions.md [smoothing]). More...

Go to the source code of this file.

Classes

class  Emrys::GaussianMixtureHistory< Space_, Scalar_, Allocator_ >
 The record of a Gaussian mixture filter's forward pass that its smoother runs backward over: one GaussianMixturePredictedJoint per prediction, each with room for its smoothed mixture. More...
class  Emrys::GaussianMixtureHistory< Space_, Scalar_, Allocator_ >::Step
 One recorded prediction and its smoothed mixture, built from the history's allocator. More...

Detailed Description

GaussianMixtureHistory, the record of a Gaussian mixture filter's forward pass, whose backward pass follows each component's lineage through merges, with smoothStep() for each component and each parent it descends from (decisions.md [smoothing]).

The filter is unchanged but for predictJoint() (see GaussianMixturePredictedJoint in MixtureFilter.h), and the mixture keeps a MixtureLineage (Mixture.h). Read MixtureFilter.h first, and ParticleHistory.h next.