kalman-cpp
Implementation of Kalman Filter in C++
fx.h
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1 
27 #ifndef FX_H
28 #define FX_H
29 
30 #define _USE_MATH_DEFINES
31 #include <math.h>
32 
33 #include <assert.h>
34 #include <armadillo>
35 
36 using namespace std;
37 using namespace arma;
38 
39 class FX
40 {
41 public:
46  FX(colvec(*f) (colvec &x, colvec &some_constants));
47 
51  ~FX();
52 
59  mat JacobianAt(colvec &x, colvec &some_constants);
60 
68  mat HessianAt(colvec &x, colvec &some_constants, int i);
69 
76  colvec SolveAt(colvec &x, colvec &some_constants);
77 
82  void SetEpsilon(double epsilon);
83 
84 private:
85  colvec (*F_) (colvec &x, colvec &some_constants);
86 
87  double Epsilon_;
88 };
89 
90 #endif
Definition: fx.h:40
mat HessianAt(colvec &x, colvec &some_constants, int i)
Calculate the Hessian, at certain inputs.
Definition: fx.cpp:53
FX(colvec(*f)(colvec &x, colvec &some_constants))
Constructor, create a mathematical function.
Definition: fx.cpp:10
mat JacobianAt(colvec &x, colvec &some_constants)
Calculate the Jacobian at certain inputs.
Definition: fx.cpp:29
colvec SolveAt(colvec &x, colvec &some_constants)
Solve the function at certain inputs.
Definition: fx.cpp:23
~FX()
Destructor, nothing happens here.
Definition: fx.cpp:19
void SetEpsilon(double epsilon)
A very small number.
Definition: fx.cpp:77