Bayesian Filtering Library  Generated from SVN r
Public Member Functions | Protected Member Functions | Protected Attributes
RauchTungStriebel Class Reference

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

#include <rauchtungstriebel.h>

Inheritance diagram for RauchTungStriebel:
BackwardFilter< MatrixWrapper::ColumnVector >

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.

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.


Constructor & Destructor Documentation

Constructor.

Precondition:
you created the prior
Parameters:
priorpointer to the Gaussian Pdf prior density

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:
sysmodelpointer to the system model the filter should use
uinput to the system
filtered_postposterior 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,
const MatrixWrapper::ColumnVector u,
Pdf< MatrixWrapper::ColumnVector > *const  filtered_post 
) [virtual, inherited]

Full Update (system with inputs)

Parameters:
sysmodelpointer to the system model to use for update
uinput to the system
filtered_postfiltered posterior
virtual bool Update ( SystemModel< MatrixWrapper::ColumnVector > *const  sysmodel,
Pdf< MatrixWrapper::ColumnVector > *const  filtered_post 
) [virtual, inherited]

Full Update (system without inputs)

Parameters:
sysmodelpointer to the system model to use for update
filtered_postfiltered 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:
sysmodelpointer to the used system model
uinput param for proposal density
filtered_postis the posterior obtained by filtering of the timestep you want to smooth

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.


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