[mrpt-bayes]

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Detailed Description

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Library mrpt-bayes

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Here there are two main family of algorithms:

• Kalman filters: A generic, templatized Kalman filter implementation (includes EKF,IEKF and in the future, UKF), which only requires from the programmer to provide the system models and (optinally) the Jacobians. See mrpt::bayes::CKalmanFilterCapable
• Particle filters: A set of helper classes and functions to perform particle filtering. In this case the algorithms are not as generic as in Kalman filtering, but the classes serve to organize and unify the interface of different PF algorithms in MRPT. See mrpt::bayes::CParticleFilter.

See all classes in the namespace: mrpt::bayes

Note: As of MRPT 0.9.1, the particle filter stuff is actually implemented in the lib mrpt-base, but users are encouraged to depend on mrpt-bayes since it implies mrpt-base, and in the future it's desirable to have all mrpt::bayes classes in this lib.

Collaboration diagram for [mrpt-bayes]:

Classes
struct	mrpt::bayes::TKF_options
	Generic options for the Kalman Filter algorithm in itself. More...
class	mrpt::bayes::CKalmanFilterCapable
	Virtual base for Kalman Filter (EKF,IEKF,UKF) implementations. More...
class	mrpt::bayes::CRejectionSamplingCapable
	A base class for implementing rejection sampling in a generic state space. More...
Namespaces
namespace	mrpt::bayes
	The namespace for Bayesian filtering algorithm: different particle filters and Kalman filter algorithms.
Enumerations
enum	mrpt::bayes::TKFMethod { mrpt::bayes::kfEKFNaive = 0, mrpt::bayes::kfEKFAlaDavison, mrpt::bayes::kfIKFFull, mrpt::bayes::kfIKF }
	The Kalman Filter algorithm to employ in bayes::CKalmanFilterCapable For further details on each algorithm see the tutorial: http://www.mrpt.org/Kalman_Filters. More...

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Enumeration Type Documentation

enum mrpt::bayes::TKFMethod

The Kalman Filter algorithm to employ in bayes::CKalmanFilterCapable For further details on each algorithm see the tutorial: http://www.mrpt.org/Kalman_Filters.

See also:

bayes::CKalmanFilterCapable::KF_options

Enumerator:

kfEKFNaive
kfEKFAlaDavison
kfIKFFull
kfIKF

Definition at line 62 of file CKalmanFilterCapable.h.