RauchTungStriebelSmoother Class Template Reference

Inheritance diagram for RauchTungStriebelSmoother:

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List of all members.

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Detailed Description

template<class T>
class indii::ml::filter::RauchTungStriebelSmoother< T >

Rauch-Tung-Striebel (RTS) smoother.

Author:

Lawrence Murray <lawrence@indii.org>

Version:

Rev

Date:

Date

Parameters:

T

The type of time.

RauchTungStriebelSmoother is suitable for models with linear transition and measurement functions, approximating state and noise with indii::ml::aux::GaussianPdf distributions. The advantage of the RauchTungStriebelSmoother compared to KalmanSmoother is that the measurements are not required for the backwards pass.

See also:

indii::ml::filter for general usage guidelines.

LinearModel for more detail on linear filters.

Definition at line 32 of file RauchTungStriebelSmoother.hpp.

Public Member Functions
	RauchTungStriebelSmoother (RauchTungStriebelSmootherModel< T > *model, const T tT, const indii::ml::aux::GaussianPdf &p_xT)
	Constructor.
virtual	~RauchTungStriebelSmoother ()
	Destructor.
virtual void	smooth (const T tn, const indii::ml::aux::GaussianPdf &p_xtn_ytn)
	Rewind system to time of previous measurement and smooth.
virtual indii::ml::aux::GaussianPdf	smoothedMeasure ()
	Apply the measurement function to the current smoothed state to obtain an estimated measurement.

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Constructor & Destructor Documentation

RauchTungStriebelSmoother	(	RauchTungStriebelSmootherModel< T > *	model,
		const T	tT,
		const indii::ml::aux::GaussianPdf &	p_xT
	)			[inline]

Constructor.

Parameters:

	model	Model to estimate.
	tT	; starting time.
	p_xT	; prior over the state at time .

Definition at line 77 of file RauchTungStriebelSmoother.hpp.

~RauchTungStriebelSmoother

(

)

[inline, virtual]

Destructor.

Definition at line 85 of file RauchTungStriebelSmoother.hpp.

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Member Function Documentation

void smooth	(	const T	tn,
		const indii::ml::aux::GaussianPdf &	p_xtn_ytn
	)			[inline, virtual]

Rewind system to time of previous measurement and smooth.

Parameters:

	tn	; the time to which to rewind the system. This must be less than the current time .
	p_xtn_ytn	; filter density at time .

Definition at line 90 of file RauchTungStriebelSmoother.hpp.

indii::ml::aux::GaussianPdf smoothedMeasure

(

)

[inline, virtual]

Apply the measurement function to the current smoothed state to obtain an estimated measurement.

Returns:

The estimated measurement.

Implements Smoother< T >.

Definition at line 112 of file RauchTungStriebelSmoother.hpp.

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