MRPT  1.9.9
Classes | Namespaces | Enumerations
[mrpt-bayes]

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:

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

use for CProbabilityParticle

Enumerator
VALUE 
POINTER 

Definition at line 18 of file CProbabilityParticle.h.

◆ 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.




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