SqrtKalmanFilter.h File Reference

SqrtKalmanFilter (decisions.md [filters-and-recursions], [gaussian-forms]): the KalmanFilter over a SqrtGaussianParams, spelled space first, whose steps triangularize stacked factors and never form a covariance. More...

#include <utility>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Distributions/SqrtGaussian.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::SqrtKalmanFilter< Space_, Model_, Method_, Scalar_, Upkeep_ >
	The square-root Kalman filter: a KalmanFilter whose state is a SqrtGaussianParams, a mean and a lower-triangular factor of the covariance (decisions.md [gaussian-forms]). More...

Detailed Description

SqrtKalmanFilter (decisions.md [filters-and-recursions], [gaussian-forms]): the KalmanFilter over a SqrtGaussianParams, spelled space first, whose steps triangularize stacked factors and never form a covariance.

Read SqrtInfoFilter.h next.