SRIFilter.cpp File Reference

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Detailed Description

Implementation of class SRIFilter.

class SRIFilter implements the square root information matrix form of the Kalman filter.

Reference: "Factorization Methods for Discrete Sequential Estimation," G.J. Bierman, Academic Press, 1977.

Definition in file SRIFilter.cpp.

#include "SRIFilter.hpp"
#include "RobustStats.hpp"
#include "StringUtils.hpp"

Include dependency graph for SRIFilter.cpp:

Go to the source code of this file.

Namespaces
namespace	gpstk
Functions
template<class T>
void	DMsmootherUpdateWithControl (Matrix< double > &P, Vector< double > &X, Matrix< double > &Phinv, Matrix< double > &Rw, Matrix< double > &G, Vector< double > &Zw, Matrix< double > &Rwx, Vector< double > &U) throw (MatrixException)

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Function Documentation

void DMsmootherUpdateWithControl (  Matrix< double > &  P, Vector< double > &  X, Matrix< double > &  Phinv, Matrix< double > &  Rw, Matrix< double > &  G, Vector< double > &  Zw, Matrix< double > &  Rwx, Vector< double > &  U )  throw (MatrixException)

Definition at line 838 of file SRIFilter.cpp. References GPSTK_RETHROW, GPSTK_THROW, gpstk::inverse(), gpstk::outer(), and gpstk::transpose().

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