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EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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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]). | |