Method predict

bayes/src/infFlt.cpp:111–129

}

Bayes_base::Float
 Information_scheme::predict (Linrz_predict_model& f)
/* Extended linrz information prediction
 *  Computation is through state to accommodate linearised model
 */
{
	update ();			// x,X required
	x = f.f(x);			// Extended Kalman state predict is f(x) directly
						// Predict information matrix, and state covariance
	noalias(X) = prod_SPD(f.Fx,X, tempX);
	noalias(X) += prod_SPD(f.G, f.q, tempX);

						// Information
	Float rcond = UdUinversePD (Y, X);
	rclimit.check_PD(rcond, "X not PD in predict");
						// Predict information state
	noalias(y) = prod(Y,x);
	return rcond;
}

Float Information_scheme::predict (Linear_invertable_predict_model& f, Linear_predict_byproducts& b)
/* Linear information predict