OpenKalman::SamplePointsTransform< SamplePointsType > Struct Template Reference

Scaled points transform. More...

#include <SamplePointsTransform.hpp>

Inheritance diagram for OpenKalman::SamplePointsTransform< SamplePointsType >:

Collaboration diagram for OpenKalman::SamplePointsTransform< SamplePointsType >:

Public Member Functions
template<typename InputDist , typename... Ts>
auto	operator() (InputDist &&x, Ts &&...ts) const
	Perform one or more consecutive sample points transforms. More...
template<typename InputDist , typename Trans , typename ... NoiseDists, std::enable_if_t<(gaussian_distribution< InputDist > and ... and gaussian_distribution< NoiseDists >) and std::is_invocable_v< Trans, typename DistributionTraits< InputDist >::Mean, typename DistributionTraits< NoiseDists >::Mean... >, int > = 0>
auto	operator() (InputDist &&x, Trans &&g, NoiseDists &&...n) const
	Perform one sample points transform. More...
template<typename InputDist , typename... Ts>
auto	transform_with_cross_covariance (InputDist &&x, Ts &&...ts) const
	Perform one or more consecutive sample points transforms, also returning the cross-covariance. More...
template<typename InputDist , typename Trans , typename ... NoiseDists, std::enable_if_t<(gaussian_distribution< InputDist > and ... and gaussian_distribution< NoiseDists >) and std::is_invocable_v< Trans, typename DistributionTraits< InputDist >::Mean, typename DistributionTraits< NoiseDists >::Mean... >, int > = 0>
auto	transform_with_cross_covariance (InputDist &&x, Trans &&g, NoiseDists &&...n) const
	Perform one sample points transform, also returning the cross-covariance. More...
Public Member Functions inherited from OpenKalman::internal::TransformBase< SamplePointsTransform< SamplePointsType > >
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...

Detailed Description

template<typename SamplePointsType>
struct OpenKalman::SamplePointsTransform< SamplePointsType >

Scaled points transform.

Compatible with unscented transform and cubature transform.

As implemented in, e.g., E. Wan & R. van der Merwe, "The unscented Kalman filter for nonlinear estimation," in Proc. of IEEE Symposium (AS-SPCC), pp. 153-158. See also R. van der Merwe & E. Wan, "The Square-Root Unscented Kalman Filter for State and Parameter-Estimation in Proc. Acoustics, Speech, and Signal Processing (ICASSP'01), 2001, pp. 3461-64.

Template Parameters

SamplePointsType

The type of sample points on which the transform is based (e.g., CubaturePoints).

Member Function Documentation

operator()() [1/2]

template<typename SamplePointsType >

template<typename InputDist , typename... Ts>

auto OpenKalman::SamplePointsTransform< SamplePointsType >::operator() ( InputDist &&  x, Ts &&...  ts  ) const

inline

Perform one or more consecutive sample points transforms.

Template Parameters

InputDist	The prior distribution.
Ts	A list of tuple-like structures, each containing arguments to a transform. These arguments each include a tests and zero or more noise distributions.

Returns

The posterior distribution.

operator()() [2/2]

template<typename SamplePointsType >

template<typename InputDist , typename Trans , typename ... NoiseDists, std::enable_if_t<(gaussian_distribution< InputDist > and ... and gaussian_distribution< NoiseDists >) and std::is_invocable_v< Trans, typename DistributionTraits< InputDist >::Mean, typename DistributionTraits< NoiseDists >::Mean... >, int > = 0>

auto OpenKalman::SamplePointsTransform< SamplePointsType >::operator() ( InputDist &&  x, Trans &&  g, NoiseDists &&...  n  ) const

inline

Perform one sample points transform.

Template Parameters

InputDist	The prior distribution.
Trans	The tests on which the transform is based.
NoiseDist	Zero or more noise distributions.

Returns

The posterior distribution.

transform_with_cross_covariance() [1/2]

template<typename SamplePointsType >

template<typename InputDist , typename... Ts>

auto OpenKalman::SamplePointsTransform< SamplePointsType >::transform_with_cross_covariance ( InputDist &&  x, Ts &&...  ts  ) const

inline

Perform one or more consecutive sample points transforms, also returning the cross-covariance.

Template Parameters

InputDist	The prior distribution.
Ts	A list of tuple-like structures, each containing arguments to a transform. These arguments each include a tests and zero or more noise distributions.

Returns

A tuple comprising the posterior distribution and the cross-covariance.

transform_with_cross_covariance() [2/2]

template<typename SamplePointsType >

template<typename InputDist , typename Trans , typename ... NoiseDists, std::enable_if_t<(gaussian_distribution< InputDist > and ... and gaussian_distribution< NoiseDists >) and std::is_invocable_v< Trans, typename DistributionTraits< InputDist >::Mean, typename DistributionTraits< NoiseDists >::Mean... >, int > = 0>

auto OpenKalman::SamplePointsTransform< SamplePointsType >::transform_with_cross_covariance ( InputDist &&  x, Trans &&  g, NoiseDists &&...  n  ) const

inline

Perform one sample points transform, also returning the cross-covariance.

Template Parameters

InputDist	The prior distribution.
Trans	The tests on which the transform is based.
NoiseDist	Zero or more noise distributions.

Returns

A tuple comprising the posterior distribution and the cross-covariance.

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The documentation for this struct was generated from the following file:

• OpenKalman/transforms/SamplePointsTransform.hpp