pf
cf_filters.h File Reference

forces structure on the closed-form filters. More...

#include <Eigen/Dense>
#include <math.h>
#include "rv_eval.h"
Include dependency graph for cf_filters.h:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes

class  cf_filter< dimstate, dimobs, float_t >
 Abstract Base Class for all closed-form filters. More...
 
class  kalman< dimstate, dimobs, diminput, float_t >
 A class template for Kalman filtering. More...
 
class  hmm< dimstate, dimobs, float_t >
 A class template for HMM filtering. More...
 
class  gamFilter< dim_pred, float_t >
 A class template for Gamma filtering. More...
 
class  multivGamFilter< dim_obs, dim_pred, float_t >
 Another class template for Gamma filtering, but this time. More...
 

Detailed Description

forces structure on the closed-form filters.

Inherit from this for a model that admits Gamma filtering.

Inherit from this for a model that admits HMM filtering.

Inherit from this for a model that admits Kalman filtering.