Detailed Description

Bayesian filtering algorithms.

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Library `mrpt-bayes`

This C++ library is part of MRPT and can be installed in Debian-based systems with:

    sudo apt install libmrpt-bayes-dev

See: Using MRPT from your CMake project

Refer to classes in the namespace mrpt::bayes and these examples:

bayes_tracking_example

Kalman filters

A generic, templatized Kalman filter implementation (includes EKF,IEKF and in the future, UKF), which only requires from the programmer to provide the system models and (optinally) the Jacobians.

See mrpt::bayes::CKalmanFilterCapable.

Particle filters

A set of helper classes and functions to perform particle filtering. In this case the algorithms are not as generic as in Kalman filtering, but the classes serve to organize and unify the interface of different PF algorithms in MRPT.

See mrpt::bayes::CParticleFilter.

Classes
struct	mrpt::bayes::TKF_options
	Generic options for the Kalman Filter algorithm in itself. More...

class	mrpt::bayes::CKalmanFilterCapable< VEH_SIZE, OBS_SIZE, FEAT_SIZE, ACT_SIZE, KFTYPE >
	Virtual base for Kalman Filter (EKF,IEKF,UKF) implementations. More...

class	mrpt::bayes::CParticleFilter
	This class acts as a common interface to the different interfaces (see CParticleFilter::TParticleFilterAlgorithm) any bayes::CParticleFilterCapable class can implement: it is the invoker of particle filter algorithms. More...

class	mrpt::bayes::CParticleFilterCapable
	This virtual class defines the interface that any particles based PDF class must implement in order to be executed by a mrpt::bayes::CParticleFilter. More...

struct	mrpt::bayes::CParticleFilterDataImpl< Derived, particle_list_t >
	A curiously recurring template pattern (CRTP) approach to providing the basic functionality of any CParticleFilterData<> class. More...

class	mrpt::bayes::CParticleFilterData< T, STORAGE >
	This template class declares the array of particles and its internal data, managing some memory-related issues and providing an easy implementation of virtual methods required for implementing a CParticleFilterCapable. More...

struct	mrpt::bayes::CProbabilityParticle< T, STORAGE >
	A template class for holding a the data and the weight of a particle. More...

class	mrpt::bayes::CRejectionSamplingCapable< TStateSpace, STORAGE >
	A base class for implementing rejection sampling in a generic state space. More...

Namespaces
	mrpt::bayes
	The namespace for Bayesian filtering algorithm: different particle filters and Kalman filter algorithms.

Enumerations
enum	mrpt::bayes::TKFMethod { mrpt::bayes::kfEKFNaive = 0, mrpt::bayes::kfEKFAlaDavison, mrpt::bayes::kfIKFFull, mrpt::bayes::kfIKF }
	The Kalman Filter algorithm to employ in bayes::CKalmanFilterCapable For further details on each algorithm see the tutorial: https://www.mrpt.org/Kalman_Filters. More...

enum	mrpt::bayes::particle_storage_mode { mrpt::bayes::particle_storage_mode::VALUE, mrpt::bayes::particle_storage_mode::POINTER }
	use for CProbabilityParticle More...

Enumeration Type Documentation

◆ particle_storage_mode

enum mrpt::bayes::particle_storage_mode

strong

use for CProbabilityParticle

Enumerator
VALUE
POINTER

Definition at line 18 of file CProbabilityParticle.h.

◆ TKFMethod

enum mrpt::bayes::TKFMethod

The Kalman Filter algorithm to employ in bayes::CKalmanFilterCapable For further details on each algorithm see the tutorial: https://www.mrpt.org/Kalman_Filters.

See also: bayes::CKalmanFilterCapable::KF_options

Enumerator
kfEKFNaive
kfEKFAlaDavison
kfIKFFull
kfIKF

Definition at line 38 of file CKalmanFilterCapable.h.