SqrtKalmanFilter.h

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#pragma once

 
#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>
 
namespace Emrys
{

template <
    Space Space_,
    typename Model_,
    typename Method_ = DefaultMethodFor<Model_>,
    RealScalar Scalar_ = double,
    typename Upkeep_ = upkeep::None>
class SqrtKalmanFilter
    : public KalmanFilter<
          SqrtGaussian<Space_, Scalar_>,
          Model_,
          Method_,
          KalmanRecursion<SqrtGaussian<Space_, Scalar_>, Model_, Method_>,
          Upkeep_>
{
public:
 
    using Base = KalmanFilter<
        SqrtGaussian<Space_, Scalar_>,
        Model_,
        Method_,
        KalmanRecursion<SqrtGaussian<Space_, Scalar_>, Model_, Method_>,
        Upkeep_>;  

    SqrtKalmanFilter(
        Model_ model,
        SqrtGaussianParams<Space_, Scalar_> state,
        MethodFor<Model_, Method_> method = {},
        std::type_identity_t<Upkeep_> upkeep = {}
    )
        : Base{std::move(model), std::move(state), std::move(method), std::move(upkeep)}
    {}

    SqrtKalmanFilter(Model_ model, SqrtGaussianParams<Space_, Scalar_> state, std::type_identity_t<Upkeep_> upkeep)
        requires(!std::same_as<Upkeep_, Emrys::upkeep::None>)
        : Base{std::move(model), std::move(state), MethodFor<Model_, Method_>{}, std::move(upkeep)}
    {}
};

// One guide with a defaulted method, its parameters in the class's order.
template <typename Space, typename Model, typename Method = DefaultMethodFor<Model>, typename Scalar>
    requires(!internal::UpkeepArgument<Method>)
SqrtKalmanFilter(Model, SqrtGaussianParams<Space, Scalar>, Method = {})
    -> SqrtKalmanFilter<Space, internal::BoundStep<Model, Space, Scalar>, Method, Scalar>;
 
template <typename Space, typename Model, typename Scalar, typename U>
    requires internal::UpkeepArgument<U>
SqrtKalmanFilter(Model, SqrtGaussianParams<Space, Scalar>, U)
    -> SqrtKalmanFilter<Space, internal::BoundStep<Model, Space, Scalar>, DefaultMethodFor<Model>, Scalar, U>;
 
template <typename Space, typename Model, typename Method, typename Scalar, typename U>
SqrtKalmanFilter(Model, SqrtGaussianParams<Space, Scalar>, Method, U)
    -> SqrtKalmanFilter<Space, internal::BoundStep<Model, Space, Scalar>, Method, Scalar, U>;
 
}  // namespace Emrys
 
#ifndef EMRYS_FILTER_NO_IO
 
namespace Emrys
{
 
namespace internal
{

template <typename Space_, typename Model_, typename Method_, typename Scalar_, typename Upkeep_>
void
describe(
    std::ostream & stream,
    SqrtKalmanFilter<Space_, Model_, Method_, Scalar_, Upkeep_> const & filter,
    Indent indent
)
{
    describeFilter(stream, "square-root Kalman filter", filter.state(), indent);
}
 
}  // namespace internal
 
}  // namespace Emrys
 
#endif  // EMRYS_FILTER_NO_IO