rts

Documentation

Index

• type RTS
  • func New(m filter.DiscreteModel, init filter.InitCond, q filter.Noise) (*RTS, error)
  • func (s *RTS) Smooth(est []filter.Estimate, u []mat.Vector) ([]filter.Estimate, error)

Types

type RTS

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

RTS is Rauch-Tung-Striebel smoother

func New

func New(m filter.DiscreteModel, init filter.InitCond, q filter.Noise) (*RTS, error)

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.