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

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

#include <itpp/itbase.h>
#include "../stat/libFN.h"
#include "../math/libDC.h"

Include dependency graph for libKF.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  EKF< sq_T >
 Extended Kalman Filter. 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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