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cf_filter< dimstate, dimobs, float_t > Class Template Referenceabstract

Abstract Base Class for all closed-form filters. More...

#include <cf_filters.h>

Inheritance diagram for cf_filter< dimstate, dimobs, float_t >:

Public Types

using ssv = Eigen::Matrix< float_t, dimstate, 1 >
 
using osv = Eigen::Matrix< float_t, dimstate, 1 >
 

Public Member Functions

virtual ~cf_filter ()
 The (virtual) destructor.
 
virtual float_t getLogCondLike () const =0
 returns the log of the most recent conditional likelihood More...
 

Detailed Description

template<size_t dimstate, size_t dimobs, typename float_t>
class cf_filter< dimstate, dimobs, float_t >

Abstract Base Class for all closed-form filters.

Author
taylor

Member Typedef Documentation

◆ osv

template<size_t dimstate, size_t dimobs, typename float_t>
using cf_filter< dimstate, dimobs, float_t >::osv = Eigen::Matrix<float_t,dimstate,1>

"observation size vector" type alias for linear algebra stuff

◆ ssv

template<size_t dimstate, size_t dimobs, typename float_t>
using cf_filter< dimstate, dimobs, float_t >::ssv = Eigen::Matrix<float_t,dimstate,1>

"state size vector" type alias for linear algebra stuff

Member Function Documentation

◆ getLogCondLike()

template<size_t dimstate, size_t dimobs, typename float_t>
virtual float_t cf_filter< dimstate, dimobs, float_t >::getLogCondLike ( ) const
pure virtual

returns the log of the most recent conditional likelihood

Returns
log p(y_t | y_{1:t-1}) or log p(y_1)

Implemented in multivGamFilter< dim_obs, dim_pred, float_t >, gamFilter< dim_pred, float_t >, hmm< dimstate, dimobs, float_t >, and kalman< dimstate, dimobs, diminput, float_t >.


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