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See:
Description
Interface Summary | |
ExtendedVectorFunction | A vector-valued function that takes a vector input and which can compute its Jacobian at any input. |
Filter | A linear-Gaussian filter. |
LinearizationFactory | A factory for linearization objects. |
NoisyVectorFunction | A vector-valued function that takes a vector input, the bottom part of which is a white noise vector. |
NonlinearFilter | A filter for nonlinear systems that maintains an approximate Gaussian belief state. |
VectorFunction | A vector-valued function of a vector input. |
Class Summary | |
ExtendedTransformation | The extended transformation for linearizing functions with Gaussian-distributed inputs. |
InformationFilter | An Information filter. |
JTFilter | A junction tree filter. |
KalmanFilter | A Kalman filter. |
LinearGaussianFunction | A vector-valued function that takes a vector input, the bottom part of which is a white noise vector. |
Linearization | A linear-Gaussian approximation to a nonlinear vector-valued function of Gaussian-distributed inputs. |
LinearizedFilter | A filter for nonlinear systems that uses local linearizations of the dynamics and measurement models so that a linear-Gaussian filter can be used to maintain an approximate Gaussian belief state. |
UnscentedTransformation | The Unscented Transformation for linearizing functions with Gaussian-distributed inputs. |
Contains data structures and algorithms for linear-Gaussian filtering and linearizing nonlinear functions.
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