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

InfoFilter (decisions.md [filters-and-recursions], [gaussian-forms]): the KalmanFilter over an InfoGaussianParams, spelled space first, whose update adds information and whose prediction goes through the moments. More...

Go to the source code of this file.

Classes

class  Emrys::InfoFilter< Space_, Model_, Method_, Scalar_, Upkeep_ >
 The information filter: a KalmanFilter whose state is an InfoGaussianParams, the precision and information vector about a reference (decisions.md [gaussian-forms]). More...

Detailed Description

InfoFilter (decisions.md [filters-and-recursions], [gaussian-forms]): the KalmanFilter over an InfoGaussianParams, spelled space first, whose update adds information and whose prediction goes through the moments.

Read SqrtKalmanFilter.h next.