Edinburgh Speech Tools  2.1-release
EST_kalman.cc File Reference
#include <cstdlib>
#include <cstdio>
#include <fstream>
#include "EST.h"
#include "EST_kalman.h"
Include dependency graph for EST_kalman.cc:

Go to the source code of this file.

Functions

bool kalman_filter (EST_FVector &x, EST_FMatrix &P, EST_FMatrix &Q, EST_FMatrix &R, EST_FMatrix &A, EST_FMatrix &H, EST_FVector &z)
 
bool kalman_filter_Pinv (EST_FVector &x, EST_FMatrix &Pinv, EST_FMatrix &Q, EST_FMatrix &Rinv, EST_FMatrix &A, EST_FMatrix &H, EST_FVector &z)
 

Function Documentation

bool kalman_filter ( EST_FVector x,
EST_FMatrix P,
EST_FMatrix Q,
EST_FMatrix R,
EST_FMatrix A,
EST_FMatrix H,
EST_FVector z 
)

Definition at line 58 of file EST_kalman.cc.

bool kalman_filter_Pinv ( EST_FVector x,
EST_FMatrix Pinv,
EST_FMatrix Q,
EST_FMatrix Rinv,
EST_FMatrix A,
EST_FMatrix H,
EST_FVector z 
)

Definition at line 124 of file EST_kalman.cc.