mixpp: ekf_template.h File Reference

ekf_template.h File Reference

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

#include "kalman.h"

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

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


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