dysii Dynamical Systems Library: RauchTungStriebelSmootherModel Class Template Reference

Detailed Description

template<class T = unsigned int>
class indii::ml::filter::RauchTungStriebelSmootherModel< T >

RauchTungStriebelSmoother

Author:

Lawrence Murray <lawrence@indii.org>

Version:

Date:

Parameters:

The type of time.

See also:

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

~RauchTungStriebelSmootherModel ( ) [inline, pure virtual]

Destructor.

Member Function Documentation

virtual indii::ml::aux::GaussianPdf p_xtn_ytT	(	const indii::ml::aux::GaussianPdf &	p_xtnp1_ytT,
		const indii::ml::aux::GaussianPdf &	p_xtnp1_ytn,
		const indii::ml::aux::GaussianPdf &	p_xtn_ytn,
		const T	delta
	)			`[pure virtual]`

Perform smoothing update.

Parameters:

	p_xtnp1_ytT	$P\big(\mathbf{x}(t_{n+1})\, \| \,\mathbf{y}(t_1),\ldots,\mathbf{y}(t_T)\big)$ ;
	p_xtnp1_ytn	$P\big(\mathbf{x}(t_{n+1})\, \| \,\mathbf{y}(t_1),\ldots,\mathbf{y}(t_n)\big)$
	p_xtn_ytn	$P\big(\mathbf{x}(t_n)\, \| \,\mathbf{y}(t_1),\ldots,\mathbf{y}(t_n)\big)$ ;
	delta	$t_{n+1} - t_n$ ;

Returns:: $P\big(\mathbf{x}(t_n)\, | \,\mathbf{y}(t_1),\ldots,\mathbf{y}(t_T)\big)$

Implemented in LinearModel.

Generated on Wed Dec 17 15:11:58 2008 for dysii Dynamical Systems Library by

1.5.3

RauchTungStriebelSmootherModel Class Template Reference


Public Member Functions
virtual	~RauchTungStriebelSmootherModel ()=0
	Destructor.
virtual indii::ml::aux::GaussianPdf	p_xtn_ytT (const indii::ml::aux::GaussianPdf &p_xtnp1_ytT, const indii::ml::aux::GaussianPdf &p_xtnp1_ytn, const indii::ml::aux::GaussianPdf &p_xtn_ytn, const T delta)=0
	Perform smoothing update.