9 #include <boost/test/unit_test.hpp>
27 using namespace Acts::Test;
37 BOOST_AUTO_TEST_SUITE(TrackFittingGainMatrixSmoother)
45 CovarianceMatrix covTrk;
47 covTrk.diagonal() << 0.08, 0.3, 1, 1, 1, 1;
49 parValues << 0.3, 0.5, 0.5 * M_PI, 0., 1 / 100., 0.;
52 ts.predictedCovariance() = covTrk;
54 parValues << 0.301, 0.503, 0.5 * M_PI, 0., 1 / 100., 0.;
56 ts.filtered() = parValues;
57 ts.filteredCovariance() = covTrk;
59 ts.jacobian().setIdentity();
64 parValues << 0.2, 0.5, 0.5 * M_PI, 0., 1 / 100., 0.;
66 ts.predictedCovariance() = covTrk;
68 parValues << 0.27, 0.53, 0.5 * M_PI, 0., 1 / 100., 0.;
69 ts.filtered() = parValues;
70 ts.filteredCovariance() = covTrk;
72 ts.jacobian().setIdentity();
77 parValues << 0.35, 0.49, 0.5 * M_PI, 0., 1 / 100., 0.;
79 ts.predictedCovariance() = covTrk;
81 parValues << 0.33, 0.43, 0.5 * M_PI, 0., 1 / 100., 0.;
82 ts.filtered() = parValues;
83 ts.filteredCovariance() = covTrk;
85 ts.jacobian().setIdentity();
94 BOOST_CHECK(ts1.hasSmoothed());
95 BOOST_CHECK_NE(ts1.filtered(), ts1.smoothed());
99 ParametersVector expPars;
100 expPars << 0.3510000, 0.4730000, 1.5707963, 0.0000000, 0.0100000, 0.0000000;
101 CovarianceMatrix expCov;
102 expCov.setIdentity();
103 expCov.diagonal() << 0.0800000, 0.3000000, 1.0000000, 1.0000000, 1.0000000,
109 BOOST_CHECK(ts2.hasSmoothed());
110 BOOST_CHECK_NE(ts2.filtered(), ts2.smoothed());
112 expPars << 0.2500000, 0.4700000, 1.5707963, 0.0000000, 0.0100000, 0.0000000;
117 BOOST_CHECK(ts3.hasSmoothed());
119 BOOST_CHECK_EQUAL(ts3.filtered(), ts3.smoothed());
121 expPars << 0.3300000, 0.4300000, 1.5707963, 0.0000000, 0.0100000, 0.0000000;
126 BOOST_AUTO_TEST_SUITE_END()