RauchTungStriebel Class Reference

Class representing all Rauch-Tung-Striebel backward filters. More...

#include <rauchtungstriebel.h>

Inheritance diagram for RauchTungStriebel:

List of all members.

Public Member Functions
	RauchTungStriebel (Gaussian *prior)
	Constructor.
virtual	~RauchTungStriebel ()
	Destructor.
virtual void	Reset (Pdf< MatrixWrapper::ColumnVector > *prior)
	Reset Filter.
virtual bool	Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< MatrixWrapper::ColumnVector > *const filtered_post)
	Full Update (system with inputs).
virtual bool	Update (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, Pdf< MatrixWrapper::ColumnVector > *const filtered_post)
	Full Update (system without inputs).
virtual Pdf < MatrixWrapper::ColumnVector > *	PostGet ()
	Get Posterior density.
int	TimeStepGet () const
	Get current time.
Protected Member Functions
void	PostSigmaSet (const MatrixWrapper::SymmetricMatrix &s)
	Set covariance of posterior estimate.
void	PostMuSet (const MatrixWrapper::ColumnVector &c)
	Set expected value of posterior estimate.
virtual void	SysUpdate (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< ColumnVector > *const filtered_post)
	System Update.
virtual bool	UpdateInternal (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, Pdf< ColumnVector > *const filtered_post)
virtual bool	UpdateInternal (SystemModel< MatrixWrapper::ColumnVector > *const sysmodel, const MatrixWrapper::ColumnVector &u, Pdf< MatrixWrapper::ColumnVector > *const filtered_post)=0
	Actual implementation of Update, varies along filters.
Protected Attributes
Pdf < MatrixWrapper::ColumnVector > *	_prior
	prior Pdf
Pdf < MatrixWrapper::ColumnVector > *	_post
	Pointer to the Posterior Pdf.
int	_timestep
	Represents the current timestep of the filter.

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Detailed Description

Class representing all Rauch-Tung-Striebel backward filters.

This is a class representing the Rauch-Tung-Striebel backward filter. It is a backward filter in which the Posterior density is represented by a Gaussian density. Rauch-Tung-Striebel backward filter are only applicable to continuous systems.

The system of updating the Posterior density is implemented in this base class.

See also:

Gaussian

LinearAnalyticSystemModelGaussianUncertainty

Definition at line 42 of file rauchtungstriebel.h.

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Constructor & Destructor Documentation

RauchTungStriebel

(

Gaussian *

prior

)

Constructor.

Precondition:

you created the prior

Parameters:

prior

pointer to the Gaussian Pdf prior density

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Member Function Documentation

virtual Pdf<MatrixWrapper::ColumnVector >* PostGet

(

)

[virtual, inherited]

Get Posterior density.

Get the current Posterior density

Returns:

a pointer to the current posterior

virtual void SysUpdate	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		const MatrixWrapper::ColumnVector &	u,
		Pdf< ColumnVector > *const	filtered_post
	)			[protected, virtual]

System Update.

Update the filter's Posterior density using the deterministic inputs to the system and the system model

Parameters:

	sysmodel	pointer to the system model the filter should use
	u	input to the system
	filtered_post	posterior from forward Bayesian filter

int TimeStepGet

(

)

const [inherited]

Get current time.

Get the current time of the filter

Returns:

the current timestep

virtual bool Update	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		Pdf< MatrixWrapper::ColumnVector > *const	filtered_post
	)			[virtual, inherited]

Full Update (system without inputs).

Parameters:

	sysmodel	pointer to the system model to use for update
	filtered_post	filtered posterior

virtual bool Update	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		const MatrixWrapper::ColumnVector &	u,
		Pdf< MatrixWrapper::ColumnVector > *const	filtered_post
	)			[virtual, inherited]

Full Update (system with inputs).

Parameters:

	sysmodel	pointer to the system model to use for update
	u	input to the system
	filtered_post	filtered posterior

virtual bool UpdateInternal	(	SystemModel< MatrixWrapper::ColumnVector > *const	sysmodel,
		const MatrixWrapper::ColumnVector &	u,
		Pdf< MatrixWrapper::ColumnVector > *const	filtered_post
	)			[protected, pure virtual, inherited]

Actual implementation of Update, varies along filters.

Parameters:

	sysmodel	pointer to the used system model
	u	input param for proposal density
	filtered_post	is the posterior obtained by filtering of the timestep you want to smooth

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Member Data Documentation

Pdf<MatrixWrapper::ColumnVector >* _post [protected, inherited]

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.

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The documentation for this class was generated from the following file:

• rauchtungstriebel.h