SRIFilter.hpp File Reference

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Detailed Description

Include file defining class SRIFilter.

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

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

Definition in file SRIFilter.hpp.

#include <ostream>
#include "Vector.hpp"
#include "Matrix.hpp"
#include "SRI.hpp"

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Namespaces
namespace	gpstk
Classes
class	SRIFilter
	class SRIFilter inherits SRI and implements a square root information filter, which is the square root formulation of the Kalman filter algorithm. More...

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