| 34 | |
| 35 | |
| 36 | void Information_root_scheme::init () |
| 37 | /* Initialise the filter from x,X |
| 38 | * Precondition: |
| 39 | * x,X |
| 40 | * Postcondition: |
| 41 | * inv(R)*inv(R)' = X is PSD |
| 42 | * r = R*x |
| 43 | */ |
| 44 | { |
| 45 | // Information Root |
| 46 | Float rcond = UCfactor (R, X); |
| 47 | rclimit.check_PD(rcond, "Initial X not PD"); |
| 48 | bool singular = UTinverse (R); |
| 49 | assert (!singular); (void)singular; |
| 50 | // Information Root state r=R*x |
| 51 | noalias(r) = prod(R,x); |
| 52 | } |
| 53 | |
| 54 | void Information_root_info_scheme::init_yY () |
| 55 | /* Special Initialisation directly from Information form |