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

RbPointMassFilter (decisions.md [rb-point-mass] and [rao-blackwellized-core]): fixed points for one block of the state, each carrying a Kalman filter over the rest, or an IMM filter under a switching model, with the PointMassFilter alias for a grid that covers the whole state. More...

Go to the source code of this file.

Classes

class  Emrys::RbPointMassFilterUpdate< Scalar, Allocator >
 What a Rao-Blackwellized point-mass filter's update did, per live cell and in total. More...
class  Emrys::RbPointMassFilter< Grid_, Model_, Covariance_, Method_, Upkeep_ >
 A Rao-Blackwellized point-mass filter: fixed points for one block of the state, such as a coarse position, each carrying a Kalman filter over the rest. More...

Typedefs

template<typename Grid_, typename Covariance_ = SharedCovariance, typename Upkeep_ = upkeep::None>
using Emrys::PointMassFilter = RbPointMassFilter<Grid_, NoProcessModel, Covariance_, methods::Linearized, Upkeep_>
 A Bayesian grid filter: an RbPointMassFilter whose points cover the whole state, so nothing is left Gaussian.

Detailed Description

RbPointMassFilter (decisions.md [rb-point-mass] and [rao-blackwellized-core]): fixed points for one block of the state, each carrying a Kalman filter over the rest, or an IMM filter under a switching model, with the PointMassFilter alias for a grid that covers the whole state.

The last header; read docs/guide/rao-blackwellized-filters.md for the review.