pf
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forces structure on the closed-form filters. More...
#include <Eigen/Dense>
#include <math.h>
#include "rv_eval.h"
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... | |
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.