OpenKalman
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A linearized transform, using a 1st or 2nd order Taylor approximation of a linear tests. More...
#include <LinearizedTransform.hpp>
Additional Inherited Members | |
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auto | operator() (const InputDist &x, const Ts &...ts) const |
Perform one or more consecutive linear(ized) transforms. More... | |
auto | operator() (const InputDist &x, const Trans &g, const NoiseDists &...ns) const |
Perform a linear(ized) transform from one statistical distribution to another. More... | |
auto | transform_with_cross_covariance (const InputDist &x, const Ts &...ts) const |
Perform one or more consecutive linear(ized) transforms, also returning the cross-covariance. More... | |
auto | transform_with_cross_covariance (const InputDist &x, const Trans &g, const NoiseDists &...ns) const |
Perform a linear(ized) transform, also returning the cross-covariance. More... | |
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auto | operator() (const InputDist &x, const T &t, const Ts &...ts) const |
Perform one or more consecutive transforms. More... | |
auto | transform_with_cross_covariance (const InputDist &x, const T &t, const Ts &...ts) const |
Perform one or more consecutive transforms, also returning the cross-covariance. More... | |
A linearized transform, using a 1st or 2nd order Taylor approximation of a linear tests.
order | The maximum order of the Taylor approximation (1 or 2). If a tests function does not define a Hessian matrix, the order will be treated as 1, even if it is defined here as 2. |