work/mixpp/bdm/estim/ekf_templ.h File Reference

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

#include "libKF.h"

Include dependency graph for ekf_templ.h:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
class	EKFful_unQR
	Extended Kalman filter with unknown Q and R. 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 -----------------------------------