UnscentedKalmanSmootherModel Class Template Reference

Inheritance diagram for UnscentedKalmanSmootherModel:

Inheritance graph
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List of all members.


Detailed Description

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

UnscentedKalmanSmoother compatible model.

Author:
Lawrence Murray <lawrence@indii.org>
Version:
Rev
Date:
Date
Parameters:
T The type of time.
See also:
indii::ml::filter for general usage guidelines.

Definition at line 22 of file UnscentedKalmanSmootherModel.hpp.


Public Member Functions

virtual ~UnscentedKalmanSmootherModel ()=0
 Destructor.
virtual aux::vector backwardTransition (const indii::ml::aux::vector &x, const indii::ml::aux::vector &w, T delta)=0
 Propagate sample through the backward state transition function.

Constructor & Destructor Documentation

~UnscentedKalmanSmootherModel (  )  [inline, pure virtual]

Destructor.

Definition at line 50 of file UnscentedKalmanSmootherModel.hpp.


Member Function Documentation

virtual aux::vector backwardTransition ( const indii::ml::aux::vector x,
const indii::ml::aux::vector w,
delta 
) [pure virtual]

Propagate sample through the backward state transition function.

Parameters:
x $\mathbf{x}^*$; state sample.
w $\mathbf{w}^*$; noise sample.
delta $\Delta t$; time step.
Returns:
$f(\mathbf{x}^*,\mathbf{w}^*,-\Delta t)$; propagation of $\mathbf{x}^*$ through the backward transition function, given noise of $\mathbf{w}^*$.


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