work/mixpp/libKF.h File Reference

Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. More...

#include <itpp/itbase.h>
#include "libBM.h"
#include "libDC.h"

Go to the source code of this file.

Classes
class	KalmanFull
	Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! More...
class	Kalman< sq_T >
	Kalman filter with covaraince matrices in square root form. More...

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Detailed Description

Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------

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