MRPT
2.0.4

Bayesian filtering algorithms.
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This C++ library is part of MRPT and can be installed in Debianbased systems with:
sudo apt install libmrptbayesdev
See: Using MRPT from your CMake project
Refer to classes in the namespace mrpt::bayes and these examples:
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.
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 memoryrelated 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...  

strong 
use for CProbabilityParticle
Enumerator  

VALUE  
POINTER 
Definition at line 18 of file CProbabilityParticle.h.
The Kalman Filter algorithm to employ in bayes::CKalmanFilterCapable For further details on each algorithm see the tutorial: https://www.mrpt.org/Kalman_Filters.
Enumerator  

kfEKFNaive  
kfEKFAlaDavison  
kfIKFFull  
kfIKF 
Definition at line 38 of file CKalmanFilterCapable.h.
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