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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN"><html><head><meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1"><title>Bayes++ Bayesian Filtering Classes: Bayesian_filter::Kalman_state_filter class Reference</title><link href="doxygen.css" rel="stylesheet" type="text/css"></head><body><!-- Generated by Doxygen 1.3.2 --><div class="qindex"><a class="qindex" href="index.html">Main&nbsp;Page</a> | <a class="qindex" href="namespaces.html">Namespace List</a> | <a class="qindex" href="hierarchy.html">Class&nbsp;Hierarchy</a> | <a class="qindex" href="classes.html">Alphabetical&nbsp;List</a> | <a class="qindex" href="annotated.html">Compound&nbsp;List</a> | <a class="qindex" href="files.html">File&nbsp;List</a> | <a class="qindex" href="namespacemembers.html">Namespace&nbsp;Members</a> | <a class="qindex" href="functions.html">Compound&nbsp;Members</a> | <a class="qindex" href="globals.html">File&nbsp;Members</a></div><h1>Bayesian_filter::Kalman_state_filter Class Reference</h1><code>#include &lt;<a class="el" href="bayesFlt_8hpp-source.html">bayesFlt.hpp</a>&gt;</code><p><p>Inheritance diagram for Bayesian_filter::Kalman_state_filter:<p><center><img src="classBayesian__filter_1_1Kalman__state__filter.png" usemap="#Bayesian_filter::Kalman_state_filter_map" border="0" alt=""></center><map name="Bayesian_filter::Kalman_state_filter_map"><area href="classBayesian__filter_1_1State__filter.html" alt="Bayesian_filter::State_filter" shape="rect" coords="1248,112,1622,136"><area href="classBayesian__filter_1_1Bayes__filter__base.html" alt="Bayesian_filter::Bayes_filter_base" shape="rect" coords="1248,56,1622,80"><area href="classBayesian__filter_1_1Bayes__base.html" alt="Bayesian_filter::Bayes_base" shape="rect" coords="1248,0,1622,24"><area href="classBayesian__filter_1_1Indirect__kalman__filter.html" alt="Bayesian_filter::Indirect_kalman_filter< Error_base >" shape="rect" coords="0,224,374,248"><area href="classBayesian__filter_1_1Linrz__kalman__filter.html" alt="Bayesian_filter::Linrz_kalman_filter" shape="rect" coords="1248,224,1622,248"><area href="classBayesian__filter_1_1SIR__kalman__scheme.html" alt="Bayesian_filter::SIR_kalman_scheme" shape="rect" coords="2304,224,2678,248"><area href="classBayesian__filter_1_1Extended__kalman__filter.html" alt="Bayesian_filter::Extended_kalman_filter" shape="rect" coords="576,280,950,304"><area href="classBayesian__filter_1_1Iterated__covariance__scheme.html" alt="Bayesian_filter::Iterated_covariance_scheme" shape="rect" coords="960,280,1334,304"><area href="classBayesian__filter_1_1UD__scheme.html" alt="Bayesian_filter::UD_scheme" shape="rect" coords="1536,280,1910,304"><area href="classBayesian__filter_1_1Unscented__scheme.html" alt="Bayesian_filter::Unscented_scheme" shape="rect" coords="1920,280,2294,304"><area href="structBayesian__filter_1_1Filter__scheme_3_01SIR__kalman__scheme_01_4.html" alt="Bayesian_filter::Filter_scheme< SIR_kalman_scheme >" shape="rect" coords="2304,280,2678,304"><area href="classBayesian__filter_1_1CI__scheme.html" alt="Bayesian_filter::CI_scheme" shape="rect" coords="0,336,374,360"><area href="classBayesian__filter_1_1Covariance__scheme.html" alt="Bayesian_filter::Covariance_scheme" shape="rect" coords="384,336,758,360"><area href="classBayesian__filter_1_1Information__root__scheme.html" alt="Bayesian_filter::Information_root_scheme" shape="rect" coords="768,336,1142,360"><area href="classBayesian__filter_1_1Information__scheme.html" alt="Bayesian_filter::Information_scheme" shape="rect" coords="1152,336,1526,360"><area href="structBayesian__filter_1_1Filter__scheme_3_01UD__scheme_01_4.html" alt="Bayesian_filter::Filter_scheme< UD_scheme >" shape="rect" coords="1536,336,1910,360"><area href="classBayesian__filter_1_1Information__root__info__scheme.html" alt="Bayesian_filter::Information_root_info_scheme" shape="rect" coords="768,392,1142,416"><area href="structBayesian__filter_1_1Filter__scheme_3_01Information__scheme_01_4.html" alt="Bayesian_filter::Filter_scheme< Information_scheme >" shape="rect" coords="1152,392,1526,416"><area href="structBayesian__filter_1_1Filter__scheme_3_01Information__root__info__scheme_01_4.html" alt="Bayesian_filter::Filter_scheme< Information_root_info_scheme >" shape="rect" coords="768,448,1142,472"></map><a href="classBayesian__filter_1_1Kalman__state__filter-members.html">List of all members.</a><table border=0 cellpadding=0 cellspacing=0><tr><td></td></tr><tr><td colspan=2><br><h2>Public Member Functions</h2></td></tr><tr><td class="memItemLeft" nowrap align=right valign=top>&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#a0">Kalman_state_filter</a> (size_t x_size)</td></tr><tr><td class="memItemLeft" nowrap align=right valign=top>virtual void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#a1">init</a> ()=0</td></tr><tr><td class="memItemLeft" nowrap align=right valign=top>void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#a2">init_kalman</a> (const FM::Vec &amp;<a class="el" href="classBayesian__filter_1_1State__filter.html#o0">x</a>, const FM::SymMatrix &amp;<a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#o0">X</a>)</td></tr><tr><td class="memItemLeft" nowrap align=right valign=top>virtual void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#a3">update</a> ()=0</td></tr><tr><td colspan=2><br><h2>Public Attributes</h2></td></tr><tr><td class="memItemLeft" nowrap align=right valign=top>FM::SymMatrix&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#o0">X</a></td></tr><tr><td class="memItemLeft" nowrap align=right valign=top><a class="el" href="classBayesian__filter_1_1Numerical__rcond.html">Numerical_rcond</a>&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#o1">rclimit</a></td></tr></table><hr><h2>Constructor &amp; Destructor Documentation</h2><a name="a0" doxytag="Bayesian_filter::Kalman_state_filter::Kalman_state_filter"></a><p><table class="mdTable" width="100%" cellpadding="2" cellspacing="0">  <tr>    <td class="mdRow">      <table cellpadding="0" cellspacing="0" border="0">        <tr>          <td class="md" nowrap valign="top"> Bayesian_filter::Kalman_state_filter::Kalman_state_filter </td>          <td class="md" valign="top">(&nbsp;</td>          <td class="md" nowrap valign="top">size_t&nbsp;</td>          <td class="mdname1" valign="top" nowrap> <em>x_size</em>          </td>          <td class="md" valign="top">&nbsp;)&nbsp;</td>          <td class="md" nowrap></td>        </tr>      </table>    </td>  </tr></table><table cellspacing=5 cellpadding=0 border=0>  <tr>    <td>      &nbsp;    </td>    <td><p>    </td>  </tr></table><hr><h2>Member Function Documentation</h2><a name="a1" doxytag="Bayesian_filter::Kalman_state_filter::init"></a><p><table class="mdTable" width="100%" cellpadding="2" cellspacing="0">  <tr>    <td class="mdRow">      <table cellpadding="0" cellspacing="0" border="0">        <tr>          <td class="md" nowrap valign="top"> virtual void Bayesian_filter::Kalman_state_filter::init </td>          <td class="md" valign="top">(&nbsp;</td>          <td class="mdname1" valign="top" nowrap>          </td>          <td class="md" valign="top">&nbsp;)&nbsp;</td>          <td class="md" nowrap><code> [pure virtual]</code></td>        </tr>      </table>    </td>  </tr></table><table cellspacing=5 cellpadding=0 border=0>  <tr>    <td>      &nbsp;    </td>    <td><p><p>Implemented in <a class="el" href="classBayesian__filter_1_1CI__scheme.html#a2">Bayesian_filter::CI_scheme</a>, <a class="el" href="classBayesian__filter_1_1Covariance__scheme.html#a2">Bayesian_filter::Covariance_scheme</a>, <a class="el" href="classBayesian__filter_1_1Information__scheme.html#a2">Bayesian_filter::Information_scheme</a>, <a class="el" href="classBayesian__filter_1_1Information__root__scheme.html#a1">Bayesian_filter::Information_root_scheme</a>, <a class="el" href="classBayesian__filter_1_1Iterated__covariance__scheme.html#a2">Bayesian_filter::Iterated_covariance_scheme</a>, <a class="el" href="classBayesian__filter_1_1SIR__kalman__scheme.html#a1">Bayesian_filter::SIR_kalman_scheme</a>, <a class="el" href="classBayesian__filter_1_1UD__scheme.html#a2">Bayesian_filter::UD_scheme</a>, <a class="el" href="classBayesian__filter_1_1Unscented__scheme.html#a2">Bayesian_filter::Unscented_scheme</a>, and <a class="el" href="classBayesian__filter_1_1Indirect__kalman__filter.html#a1">Bayesian_filter::Indirect_kalman_filter&lt; Error_base &gt;</a>.    </td>  </tr></table><a name="a2" doxytag="Bayesian_filter::Kalman_state_filter::init_kalman"></a><p><table class="mdTable" width="100%" cellpadding="2" cellspacing="0">  <tr>    <td class="mdRow">      <table cellpadding="0" cellspacing="0" border="0">        <tr>          <td class="md" nowrap valign="top"> void Bayesian_filter::Kalman_state_filter::init_kalman </td>          <td class="md" valign="top">(&nbsp;</td>          <td class="md" nowrap valign="top">const FM::Vec &amp;&nbsp;</td>          <td class="mdname" nowrap> <em>x</em>, </td>        </tr>        <tr>          <td></td>          <td></td>          <td class="md" nowrap>const FM::SymMatrix &amp;&nbsp;</td>          <td class="mdname" nowrap> <em>X</em></td>        </tr>        <tr>          <td></td>          <td class="md">)&nbsp;</td>          <td class="md" colspan="2"></td>        </tr>      </table>    </td>  </tr></table><table cellspacing=5 cellpadding=0 border=0>  <tr>    <td>      &nbsp;    </td>    <td><p>    </td>  </tr></table><a name="a3" doxytag="Bayesian_filter::Kalman_state_filter::update"></a><p><table class="mdTable" width="100%" cellpadding="2" cellspacing="0">  <tr>    <td class="mdRow">      <table cellpadding="0" cellspacing="0" border="0">        <tr>          <td class="md" nowrap valign="top"> virtual void Bayesian_filter::Kalman_state_filter::update </td>          <td class="md" valign="top">(&nbsp;</td>          <td class="mdname1" valign="top" nowrap>          </td>          <td class="md" valign="top">&nbsp;)&nbsp;</td>          <td class="md" nowrap><code> [pure virtual]</code></td>        </tr>      </table>    </td>  </tr></table><table cellspacing=5 cellpadding=0 border=0>  <tr>    <td>      &nbsp;    </td>    <td><p><p>Implements <a class="el" href="classBayesian__filter_1_1State__filter.html#a1">Bayesian_filter::State_filter</a>.<p>Implemented in <a class="el" href="classBayesian__filter_1_1CI__scheme.html#a3">Bayesian_filter::CI_scheme</a>, <a class="el" href="classBayesian__filter_1_1Covariance__scheme.html#a3">Bayesian_filter::Covariance_scheme</a>, <a class="el" href="classBayesian__filter_1_1Information__scheme.html#a3">Bayesian_filter::Information_scheme</a>, <a class="el" href="classBayesian__filter_1_1Information__root__scheme.html#a2">Bayesian_filter::Information_root_scheme</a>, <a class="el" href="classBayesian__filter_1_1Iterated__covariance__scheme.html#a3">Bayesian_filter::Iterated_covariance_scheme</a>, <a class="el" href="classBayesian__filter_1_1SIR__kalman__scheme.html#a2">Bayesian_filter::SIR_kalman_scheme</a>, <a class="el" href="classBayesian__filter_1_1UD__scheme.html#a3">Bayesian_filter::UD_scheme</a>, <a class="el" href="classBayesian__filter_1_1Unscented__scheme.html#a4">Bayesian_filter::Unscented_scheme</a>, and <a class="el" href="classBayesian__filter_1_1Indirect__kalman__filter.html#a5">Bayesian_filter::Indirect_kalman_filter&lt; Error_base &gt;</a>.    </td>  </tr></table><hr><h2>Member Data Documentation</h2><a name="o1" doxytag="Bayesian_filter::Kalman_state_filter::rclimit"></a><p><table class="mdTable" width="100%" cellpadding="2" cellspacing="0">  <tr>    <td class="mdRow">      <table cellpadding="0" cellspacing="0" border="0">        <tr>          <td class="md" nowrap valign="top"> <a class="el" href="classBayesian__filter_1_1Numerical__rcond.html">Numerical_rcond</a> <a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#o1">Bayesian_filter::Kalman_state_filter::rclimit</a>      </table>    </td>  </tr></table><table cellspacing=5 cellpadding=0 border=0>  <tr>    <td>      &nbsp;    </td>    <td><p>    </td>  </tr></table><a name="o0" doxytag="Bayesian_filter::Kalman_state_filter::X"></a><p><table class="mdTable" width="100%" cellpadding="2" cellspacing="0">  <tr>    <td class="mdRow">      <table cellpadding="0" cellspacing="0" border="0">        <tr>          <td class="md" nowrap valign="top"> FM::SymMatrix <a class="el" href="classBayesian__filter_1_1Kalman__state__filter.html#o0">Bayesian_filter::Kalman_state_filter::X</a>      </table>    </td>  </tr></table><table cellspacing=5 cellpadding=0 border=0>  <tr>    <td>      &nbsp;    </td>    <td><p>    </td>  </tr></table><hr>The documentation for this class was generated from the following files:<ul><li><a class="el" href="bayesFlt_8hpp-source.html">bayesFlt.hpp</a><li><a class="el" href="bayesFlt_8cpp.html">bayesFlt.cpp</a></ul><hr size="1"><address style="align: right;"><small>Generated on Mon Feb 16 11:20:58 2004 for Bayes++ Bayesian Filtering Classes by<a href="http://www.doxygen.org/index.html"><img src="doxygen.png" alt="doxygen" align="middle" border=0 > </a>1.3.2 </small></address></body></html>

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