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

What an update returns (decisions.md [weighted-branches], [innovation-statistics]): an UpdateBranch per noise component in a MeasurementUpdate, and FilterUpdate and ReusableFilterUpdate, what a filter's update returns without the posteriors, with the internal rebinding of an update to an allocator. More...

#include <array>
#include <concepts>
#include <cstddef>
#include <expected>
#include <optional>
#include <span>
#include <tuple>
#include <type_traits>
#include <utility>
#include <variant>
#include <vector>
#include <Eigen/Cholesky>
#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/Mixture.h>
#include <EmrysFilter/Distributions/Product.h>
#include <EmrysFilter/Models/Linearization.h>
#include <EmrysFilter/Models/Transform.h>
#include <EmrysFilter/Spaces/Composite.h>
#include <EmrysFilter/Spaces/Coordinates.h>
#include <EmrysFilter/Spaces/Indexing.h>
#include <EmrysFilter/Spaces/Space.h>
#include <EmrysFilter/Spaces/Subspace.h>
#include <EmrysFilter/Spaces/TagPath.h>

Go to the source code of this file.

Classes

struct  Emrys::UpdateBranch< Space, MeasurementSpace, Scalar >
 One outcome of an update: a posterior, how probable it is, and its innovation, from which the observation's likelihood under it and its NIS follow (decisions.md [innovation-statistics]). More...
struct  Emrys::MeasurementUpdate< Space, MeasurementSpace, Count, Scalar_, Allocator >
 The result of update(): weighted branches, one per noise component, and the observation's log-likelihood. More...
struct  Emrys::FilterBranch< MeasurementSpace, Scalar >
 One branch of a filter's update (see FilterUpdate): its weight, its innovation, and its labels, without the posterior, which the filter reduced into its state (decisions.md [innovation-statistics]). More...
struct  Emrys::FilterUpdate< MeasurementSpace, Count, Scalar_, Allocator >
 What a filter's update did: the branches of the update before reduction, with their weights and innovations but not their posteriors (decisions.md [innovation-statistics]), and whether the reduction policy accepted the measurement. More...
struct  Emrys::ReusableFilterUpdate< Space, MeasurementSpace, Scalar, Allocator >
 A FilterUpdate of a run-time number of branches that keeps the MeasurementUpdate it was last filled from, posteriors included, as the scratch of its next fill. More...

Detailed Description

What an update returns (decisions.md [weighted-branches], [innovation-statistics]): an UpdateBranch per noise component in a MeasurementUpdate, and FilterUpdate and ReusableFilterUpdate, what a filter's update returns without the posteriors, with the internal rebinding of an update to an allocator.

Read MeasurementReads.h next.