ekf_template.h File Reference
Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. More...
#include "kalman.h"
Go to the source code of this file.
Namespaces | |
| namespace | bdm |
Classes | |
| class | bdm::EKFful_unQR |
Extended Kalman filter with unknown Q and R. More... | |
| class | bdm::EKFCh_dQ |
Extended Kalman filter in Choleski form with unknown diagonal Q. More... | |
| class | bdm::EKFCh_chQ |
Extended Kalman filter in Choleski form with unknown Q. More... | |
Detailed Description
Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.
- Author:
- Vaclav Smidl.
Using IT++ for numerical operations -----------------------------------
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