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

HybridGaussianHistory, the record of an IMM filter's forward pass, whose backward pass interacts its modes as the IMM does going forward, with smoothStep() for each mode (decisions.md [smoothing]). More...

Go to the source code of this file.

Classes

class  Emrys::HybridGaussianHistory< Space_, ModeSpace_, Scalar_, Allocator_ >
 The record of an IMM filter's forward pass that its smoother runs backward over: one HybridPredictedJoint per prediction, each with room for its smoothed HybridGaussian. More...
class  Emrys::HybridGaussianHistory< Space_, ModeSpace_, Scalar_, Allocator_ >::Step
 One recorded prediction and its smoothed hybrid state, built from the history's allocator. More...

Detailed Description

HybridGaussianHistory, the record of an IMM filter's forward pass, whose backward pass interacts its modes as the IMM does going forward, with smoothStep() for each mode (decisions.md [smoothing]).

The filter is unchanged but for predictJoint() (see HybridPredictedJoint in ImmFilter.h). Read ImmFilter.h first, and GaussianMixtureHistory.h next.