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Types

type RTS

type RTS struct {
	// contains filtered or unexported fields
}

    RTS is Rauch-Tung-Striebel smoother

    func New

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

      func (*RTS) Smooth

      func (s *RTS) 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.

        Source Files