Inherit from this for a model that admits Kalman filtering. More...

#include <Eigen/Dense>
#include <math.h>
#include "rv_eval.h"
#include "pf_base.h"

Include dependency graph for cf_filters.h:

This graph shows which files directly or indirectly include this file:

Classes
class	pf::filters::kalman< dimstate, dimobs, diminput, float_t, debug >
	A class template for Kalman filtering. More...

class	pf::filters::hmm< dimstate, dimobs, float_t, debug >
	A class template for HMM filtering. More...

class	pf::filters::gamFilter< dim_pred, float_t >
	A class template for Gamma filtering. More...

class	pf::filters::multivGamFilter< dim_obs, dim_pred, float_t >
	Another class template for Gamma filtering, but this time. More...

Detailed Description

Inherit from this for a model that admits Kalman filtering.

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.

Classes