Trait bayes_estimate::models::KalmanEstimator[][src]

pub trait KalmanEstimator<N: SimdRealField, D: Dim> where
    DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>, 
{ fn init(&mut self, state: &KalmanState<N, D>) -> Result<(), &'static str>;
fn kalman_state(&self) -> Result<KalmanState<N, D>, &'static str>; }

A Kalman estimator.

The linear Kalman state representation x,X is used to represent the system.

Required methods

fn init(&mut self, state: &KalmanState<N, D>) -> Result<(), &'static str>[src]

Initialise the estimator with a KalmanState.

fn kalman_state(&self) -> Result<KalmanState<N, D>, &'static str>[src]

The estimator’s estimate of the system’s KalmanState.

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Implementors

impl<N: RealField, D: Dim> KalmanEstimator<N, D> for InformationRootState<N, D> where
    DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>, 
[src]

impl<N: RealField, D: Dim> KalmanEstimator<N, D> for SampleState<N, D> where
    DefaultAllocator: Allocator<N, D, D> + Allocator<N, U1, D> + Allocator<N, D>, 
[src]

impl<N: RealField, D: Dim> KalmanEstimator<N, D> for UDState<N, D> where
    DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>, 
[src]

fn init(&mut self, state: &KalmanState<N, D>) -> Result<(), &'static str>[src]

Initialise the UDState with a KalmanState.

The covariance matrix X is factorised into a U.d.U’ as a UD matrix.

fn kalman_state(&self) -> Result<KalmanState<N, D>, &'static str>[src]

Derive the KalmanState from the UDState.

The covariance matrix X is recomposed from U.d.U’ in the UD matrix.

impl<N: RealField, D: Dim> KalmanEstimator<N, D> for InformationState<N, D> where
    DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>, 
[src]

impl<N: RealField, D: Dim> KalmanEstimator<N, D> for KalmanState<N, D> where
    DefaultAllocator: Allocator<N, D, D> + Allocator<N, D>, 
[src]

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