SqrtInfoFilter.h File Reference

SqrtInfoFilter (decisions.md [filters-and-recursions], [gaussian-forms]): the KalmanFilter over a SqrtInfoGaussianParams, spelled space first, Bierman's filter on the data array. More...

#include <utility>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Distributions/SqrtInfoGaussian.h>
#include <EmrysFilter/Filters/KalmanFilter.h>
#include <EmrysFilter/Models/ProcessModel.h>
#include <EmrysFilter/Spaces/Composite.h>
#include <EmrysFilter/Spaces/Space.h>

Go to the source code of this file.

Classes
class	Emrys::SqrtInfoFilter< Space_, Model_, Method_, Scalar_, Upkeep_ >
	The square-root information filter: a KalmanFilter whose state is a SqrtInfoGaussianParams, the data array \( [\,R \;\; r\,] \) about a reference (decisions.md [gaussian-forms]). More...

Detailed Description

SqrtInfoFilter (decisions.md [filters-and-recursions], [gaussian-forms]): the KalmanFilter over a SqrtInfoGaussianParams, spelled space first, Bierman's filter on the data array.

Read MixtureFilter.h next.