Emrys::updates Namespace Reference

The covariance update forms, each made by its factory (decisions.md [policy-factories], [covariance-update-forms]): standard(), symmetric(), and joseph(). More...

Classes
struct	Standard
	The standard covariance update of condition(): \( P - K \Sigma_{xy}^T \), which is \( (I - K H) P \) written without \( H \). More...
struct	Symmetric
	The symmetric covariance update: \( P - K \Sigma_{yy} K^T \), equal to the standard form when \( K \) is the optimal gain, and made exactly symmetric. More...
struct	Joseph
	The Joseph covariance update: \( (I - K H) P (I - K H)^T + K R K^T \), with \( H \) and \( R \) from the statistical linearization of the output in the input (see statisticalLinearization()). More...

Functions
constexpr Standard	standard ()
constexpr Symmetric	symmetric ()
constexpr Joseph	joseph ()

Detailed Description

The covariance update forms, each made by its factory (decisions.md [policy-factories], [covariance-update-forms]): standard(), symmetric(), and joseph().

The types beside them name a form where a type is needed.