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/* */
/* Centre for Speech Technology Research */
/* University of Edinburgh, UK */
/* Copyright (c) 1995,1996 */
/* All Rights Reserved. */
/* */
/* Permission is hereby granted, free of charge, to use and distribute */
/* this software and its documentation without restriction, including */
/* without limitation the rights to use, copy, modify, merge, publish, */
/* distribute, sublicense, and/or sell copies of this work, and to */
/* permit persons to whom this work is furnished to do so, subject to */
/* the following conditions: */
/* 1. The code must retain the above copyright notice, this list of */
/* conditions and the following disclaimer. */
/* 2. Any modifications must be clearly marked as such. */
/* 3. Original authors' names are not deleted. */
/* 4. The authors' names are not used to endorse or promote products */
/* derived from this software without specific prior written */
/* permission. */
/* */
/* THE UNIVERSITY OF EDINBURGH AND THE CONTRIBUTORS TO THIS WORK */
/* DISCLAIM ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING */
/* ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT */
/* SHALL THE UNIVERSITY OF EDINBURGH NOR THE CONTRIBUTORS BE LIABLE */
/* FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES */
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/* */
/*************************************************************************/
/* Author : Simon King */
/* Date : November 1996 */
/*-----------------------------------------------------------------------*/
/* Lattice/Finite State Network */
/* */
/*=======================================================================*/
#ifndef __EST_KALMAN_H__
#define __EST_KALMAN_H__
bool kalman_filter(EST_FVector &x_state,
EST_FMatrix &P_estimate_error_covariance,
EST_FMatrix &Q_process_noise_covariance,
EST_FMatrix &R_measurement_noise_covariance,
EST_FMatrix &A_state_time_step_model,
EST_FMatrix &H_state_to_measurement_model,
EST_FVector &z_measurement);
bool kalman_filter_Pinv(EST_FVector &x_state,
EST_FMatrix &Pinv_estimate_error_covariance_inverse,
EST_FMatrix &Q_process_noise_covariance,
EST_FMatrix &Rinv_measurement_noise_covariance_inverse,
EST_FMatrix &A_state_time_step_model,
EST_FMatrix &H_state_to_measurement_model,
EST_FVector &z_measurement);
#endif
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