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.

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...
class	bdm::EKFCh_cond
	Extended Kalman filter with unknown parameters in IM. More...

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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 -----------------------------------