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Here there are two main family of algorithms:
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.
See all classes in the namespace: mrpt::bayes
Note: As of MRPT 0.9.1, the particle filter stuff is actually implemented in the lib mrpt-base, but users are encouraged to depend on mrpt-bayes since it implies mrpt-base, and in the future it's desirable to have all mrpt::bayes classes in this lib.
|The namespace for Bayesian filtering algorithm: different particle filters and Kalman filter algorithms.