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EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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Reduction policy that keeps every branch, each added to the filter's output with its own posterior probability (see ReductionPolicy). More...
#include <EmrysFilter/Models/Reduction.h>
Reduction policy that keeps every branch, each added to the filter's output with its own posterior probability (see ReductionPolicy).
For filters whose state is a mixture, such as GaussianMixtureFilter: each update multiplies the number of components by the number of noise components, so keep the growth in check between steps (see GaussianMixtureFilter::state()). A KalmanFilter can't hold the result: its output holds one component, and Keep requires one that holds several.