MVUE
1.0
MVUE / BLUE (Minimum Variance Unbiased Estimator / Best Linear Unbiassed Estimator)
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mvue_n.h
Go to the documentation of this file.
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* @details
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* This file defines the @ref estimators::mvue::MVUE_N class, which
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* implements a Minimum Variance Unbiased Estimator (MVUE) for combining
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* an arbitrary number of measurements.
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*
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* Each measurement is associated with a variance. The estimator combines
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* the measurements according to their variances, giving greater weight
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* to measurements with lower variance.
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*
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* Unlike the fixed-size MVUE_2, MVUE_3, and MVUE_4 implementations,
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* MVUE_N supports a compile-time configurable number of measurements.
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*
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* The class is templated to support different numeric types and different
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* numbers of measurements.
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*
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* @tparam T Numeric data type used for the estimator calculations.
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* @tparam N Number of measurements to be combined.
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*
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* @author Abhinay Kumar
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* @version 1.0
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* @date 2026-08-11
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*
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* @copyright
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* Copyright (c) 2026 Abhinay Kumar
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*/
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#ifndef ESTIMATORS_MVUE_N_H_BLUE_4_H
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#define ESTIMATORS_MVUE_N_H_BLUE_4_H
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#include <cstddef>
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namespace
estimators
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{
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namespace
mvue
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{
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template
<
typename
T, std::
size_t
N>
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class
MVUE_N
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{
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public
:
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MVUE_N
();
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~MVUE_N
();
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void
init
(T *var_);
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void
set_param
(T *var_);
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T
update
(
const
T *x_i);
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void
reset
();
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private
:
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T *
var
;
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};
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#include "
../src/MVUE_N.tpp
"
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}
// namespace mvue
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}
// namespace estimators
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#endif
// ESTIMATORS_MVUE_N_H_BLUE_4_H
estimators::mvue::MVUE_N::reset
void reset()
Resets the estimator.
Definition
mvue_n.h:42
estimators::mvue::MVUE_N::update
T update(const T *x_i)
Computes the minimum variance unbiased estimate.
Definition
mvue_n.h:27
estimators::mvue::MVUE_N::var
T * var
Array containing the measurement variances.
Definition
mvue_n.h:176
estimators::mvue::MVUE_N::MVUE_N
MVUE_N()
Constructs an N-measurement MVUE.
Definition
mvue_n.h:5
estimators::mvue::MVUE_N::init
void init(T *var_)
Initializes the estimator.
Definition
mvue_n.h:15
estimators::mvue::MVUE_N::set_param
void set_param(T *var_)
Sets the estimator parameters.
Definition
mvue_n.h:21
estimators::mvue::MVUE_N::~MVUE_N
~MVUE_N()
Destroys the N-measurement MVUE.
Definition
mvue_n.h:10
mvue_n.tpp
estimators
Contains estimation and sensor-fusion algorithms.
Definition
mvue_2.h:31
mvue
Contains Minimum Variance Unbiased Estimator implementations.
include
mvue_n.h
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