erts

package

v0.1.2 Latest Latest Go to latest Published: Feb 20, 2023 License: Apache-2.0 Imports: 6 Imported by: 1

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Repository

github.com/milosgajdos/go-estimate

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Documentation ¶

Index ¶

type ERTS
- func New(m filter.Model, init filter.InitCond, q filter.Noise) (*ERTS, error)
- func (s *ERTS) Smooth(est []filter.Estimate, u []mat.Vector) ([]filter.Estimate, error)
type JacFunc

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type ERTS ¶

type ERTS struct {

	// FJacFn is propagation Jacobian function
	FJacFn JacFunc
	// contains filtered or unexported fields
}

ERTS is Extended Rauch-Tung-Striebel smoother

func New ¶

func New(m filter.Model, init filter.InitCond, q filter.Noise) (*ERTS, error)

New creates new ERTS and returns it. It returns error if it fails to create ERTS smoother.

func (*ERTS) Smooth ¶

func (s *ERTS) Smooth(est []filter.Estimate, u []mat.Vector) ([]filter.Estimate, error)

Smooth implements Rauch-Tung-Striebel smoothing algorithm. It uses estimates est to compute smoothed estimates and returns them. It returns error if either est is nil or smoothing could not be computed.

type JacFunc ¶

type JacFunc func(u mat.Vector) func(y, x []float64)

JacFunc defines jacobian function to calculate Jacobian matrix

Source Files ¶

View all Source files

erts.go

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