#include <itpp/itbase.h>
#include "../stat/libFN.h"
#include "../stat/libEF.h"
#include "../math/chmat.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 covariance matrices in square root form. More... | |
| class | KalmanCh |
| Kalman filter in square root form. More... | |
| class | EKFfull |
| Extended Kalman Filter in full matrices. More... | |
| class | EKF< sq_T > |
| Extended Kalman Filter. More... | |
| class | EKFCh |
| Extended Kalman Filter in Square root. More... | |
| class | KFcondQR |
| Kalman Filter with conditional diagonal matrices R and Q. More... | |
| class | KFcondR |
| Kalman Filter with conditional diagonal matrices R and Q. More... | |
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty
Using IT++ for numerical operations -----------------------------------
1.5.5