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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