RbParticleFilter.h File Reference

RbParticleFilter (decisions.md [rb-particle-filter]): particles for one block of the state, each carrying a Kalman filter over the rest, or an IMM filter under a switching model, with a coupled prediction that draws the block from the predicted joint and conditions the rest on it. More...

#include <expected>
#include <optional>
#include <random>
#include <type_traits>
#include <utility>
#include <Eigen/Cholesky>
#include <EmrysFilter/Core/Allocation.h>
#include <EmrysFilter/Core/Execution.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Core/NumericError.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Core/Weights.h>
#include <EmrysFilter/Distributions/Categorical.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/Hybrid.h>
#include <EmrysFilter/Distributions/Moments.h>
#include <EmrysFilter/Distributions/ParticleGaussian.h>
#include <EmrysFilter/Distributions/SampleSet.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Filters/FilterUpkeep.h>
#include <EmrysFilter/Filters/ImmFilter.h>
#include <EmrysFilter/Filters/RbUpdate.h>
#include <EmrysFilter/Filters/Recursion.h>
#include <EmrysFilter/Models/Measurement.h>
#include <EmrysFilter/Models/ProcessModel.h>
#include <EmrysFilter/Models/Reduction.h>
#include <EmrysFilter/Models/Transform.h>

Go to the source code of this file.

Classes
class	Emrys::RbParticleFilterUpdate< Scalar, Allocator >
	What a Rao-Blackwellized particle filter's update did, per particle and in total. More...
class	Emrys::RbParticleFilter< Space_, Path_, Model_, Covariance_, Method_, Scalar_, Allocator_, Upkeep_ >
	A Rao-Blackwellized particle filter: particles for one block of the state, each carrying a Kalman filter over the rest. More...

Detailed Description

RbParticleFilter (decisions.md [rb-particle-filter]): particles for one block of the state, each carrying a Kalman filter over the rest, or an IMM filter under a switching model, with a coupled prediction that draws the block from the predicted joint and conditions the rest on it.

Read RbPointMassFilter.h next; the design review is docs/guide/rao-blackwellized-filters.md.