EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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Smoothers Directory Reference

Files

 
CategoricalHistory.h
 Smoothing a HiddenMarkovFilter [emissions]: CategoricalHistory, the record of its forward pass, whose smooth() runs the backward pass over it, fixed-interval or fixed-lag; its smoothStep() and transitionPosterior(); and mostProbableSequence(), the Viterbi path over the same record, with the ValueSequence it returns (decisions.md [smoothing]).
 
GaussianHistory.h
 Smoothing the Kalman family (decisions.md [smoothing]): smoothStep(), the Rauch-Tung-Striebel backward step in the tangent space; and GaussianHistory, the record of a Kalman filter's forward pass that a caller keeps, whose smooth() runs the backward pass over it, fixed-interval or fixed-lag.
 
GaussianMixtureHistory.h
 GaussianMixtureHistory, the record of a Gaussian mixture filter's forward pass, whose backward pass follows each component's lineage through merges, with smoothStep() for each component and each parent it descends from (decisions.md [smoothing]).
 
HybridGaussianHistory.h
 HybridGaussianHistory, the record of an IMM filter's forward pass, whose backward pass interacts its modes as the IMM does going forward, with smoothStep() for each mode (decisions.md [smoothing]).
 
Lag.h
 Lag, the number of steps a fixed-lag history keeps, which every history of the Smoothers layer takes (decisions.md [smoothing]).
 
ParticleHistory.h
 ParticleHistory, the record of a particle filter's particles and their genealogy, smoothed by ancestor tracing (decisions.md [smoothing]).