Documentation ¶ Index ¶ type RTS func New(m filter.DiscreteControlSystem, init filter.InitCond, q filter.Noise) (*RTS, error) func (s *RTS) Smooth(est []filter.Estimate, u []mat.Vector) ([]filter.Estimate, error) Constants ¶ This section is empty. Variables ¶ This section is empty. Functions ¶ This section is empty. Types ¶ type RTS ¶ type RTS struct { // contains filtered or unexported fields } RTS is Rauch-Tung-Striebel smoother func New ¶ func New(m filter.DiscreteControlSystem, 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. Source Files ¶ View all Source files rts.go Click to show internal directories. Click to hide internal directories.