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Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

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10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
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18    <li class="current"><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
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23<h1>mixpp Class List</h1>Here are the classes, structs, unions and interfaces with brief descriptions:<table>
24  <tr><td class="indexkey"><a class="el" href="classbilinfn.html">bilinfn</a></td><td class="indexvalue">Class representing function $f(x,u) = Ax+Bu$ </td></tr>
25  <tr><td class="indexkey"><a class="el" href="classBM.html">BM</a></td><td class="indexvalue">Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities </td></tr>
26  <tr><td class="indexkey"><a class="el" href="classBMcond.html">BMcond</a></td><td class="indexvalue">Conditional Bayesian Filter </td></tr>
27  <tr><td class="indexkey"><a class="el" href="classchmat.html">chmat</a></td><td class="indexvalue">Symmetric matrix stored in square root decomposition using upper cholesky </td></tr>
28  <tr><td class="indexkey"><a class="el" href="classconstfn.html">constfn</a></td><td class="indexvalue">Class representing function $f(x) = a$, here rv is empty </td></tr>
29  <tr><td class="indexkey"><a class="el" href="classdiffbifn.html">diffbifn</a></td><td class="indexvalue">Class representing a differentiable function of two variables $f(x,u)$ </td></tr>
30  <tr><td class="indexkey"><a class="el" href="classDS.html">DS</a></td><td class="indexvalue">Abstract class for discrete-time sources of data </td></tr>
31  <tr><td class="indexkey"><a class="el" href="classeEF.html">eEF</a></td><td class="indexvalue">General conjugate exponential family posterior density </td></tr>
32  <tr><td class="indexkey"><a class="el" href="classeEmp.html">eEmp</a></td><td class="indexvalue">Weighted empirical density </td></tr>
33  <tr><td class="indexkey"><a class="el" href="classegamma.html">egamma</a></td><td class="indexvalue">Gamma posterior density </td></tr>
34  <tr><td class="indexkey"><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td class="indexvalue">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter </td></tr>
35  <tr><td class="indexkey"><a class="el" href="classEKF__unQ.html">EKF_unQ</a></td><td class="indexvalue">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> </td></tr>
36  <tr><td class="indexkey"><a class="el" href="classenorm.html">enorm&lt; sq_T &gt;</a></td><td class="indexvalue">Gaussian density with positive definite (decomposed) covariance matrix </td></tr>
37  <tr><td class="indexkey"><a class="el" href="classepdf.html">epdf</a></td><td class="indexvalue">Probability density function with numerical statistics, e.g. posterior density </td></tr>
38  <tr><td class="indexkey"><a class="el" href="classeuni.html">euni</a></td><td class="indexvalue">Uniform distributed density on a rectangular support </td></tr>
39  <tr><td class="indexkey"><a class="el" href="classfnc.html">fnc</a></td><td class="indexvalue">Class representing function $f(x)$ of variable $x$ represented by <code>rv</code> </td></tr>
40  <tr><td class="indexkey"><a class="el" href="classfsqmat.html">fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr>
41  <tr><td class="indexkey"><a class="el" href="classitpp_1_1Gamma__RNG.html">itpp::Gamma_RNG</a></td><td class="indexvalue">Gamma distribution </td></tr>
42  <tr><td class="indexkey"><a class="el" href="classIMpmsm.html">IMpmsm</a></td><td class="indexvalue">State evolution model for a PMSM drive and its derivative with respect to $x$ </td></tr>
43  <tr><td class="indexkey"><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form </td></tr>
44  <tr><td class="indexkey"><a class="el" href="classKalmanCh.html">KalmanCh</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form </td></tr>
45  <tr><td class="indexkey"><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td class="indexvalue">Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! </td></tr>
46  <tr><td class="indexkey"><a class="el" href="classKFcondQR.html">KFcondQR</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr>
47  <tr><td class="indexkey"><a class="el" href="classKFcondR.html">KFcondR</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr>
48  <tr><td class="indexkey"><a class="el" href="classldmat.html">ldmat</a></td><td class="indexvalue">Matrix stored in LD form, (typically known as UD) </td></tr>
49  <tr><td class="indexkey"><a class="el" href="classlinfn.html">linfn</a></td><td class="indexvalue">Class representing function $f(x) = Ax+B$ </td></tr>
50  <tr><td class="indexkey"><a class="el" href="classmEF.html">mEF</a></td><td class="indexvalue">Exponential family model </td></tr>
51  <tr><td class="indexkey"><a class="el" href="classMemDS.html">MemDS</a></td><td class="indexvalue">Class representing off-line data stored in memory </td></tr>
52  <tr><td class="indexkey"><a class="el" href="classmgamma.html">mgamma</a></td><td class="indexvalue">Gamma random walk </td></tr>
53  <tr><td class="indexkey"><a class="el" href="classmlnorm.html">mlnorm&lt; sq_T &gt;</a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr>
54  <tr><td class="indexkey"><a class="el" href="classmpdf.html">mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling some dependencies </td></tr>
55  <tr><td class="indexkey"><a class="el" href="classMPF.html">MPF&lt; BM_T &gt;</a></td><td class="indexvalue">Marginalized Particle filter </td></tr>
56  <tr><td class="indexkey"><a class="el" href="classOMpmsm.html">OMpmsm</a></td><td class="indexvalue">Observation model for PMSM drive and its derivative with respect to $x$ </td></tr>
57  <tr><td class="indexkey"><a class="el" href="classPF.html">PF</a></td><td class="indexvalue">Trivial particle filter with proposal density equal to parameter evolution model </td></tr>
58  <tr><td class="indexkey"><a class="el" href="classRV.html">RV</a></td><td class="indexvalue">Class representing variables, most often random variables </td></tr>
59  <tr><td class="indexkey"><a class="el" href="classsqmat.html">sqmat</a></td><td class="indexvalue">Virtual class for representation of double symmetric matrices in square-root form </td></tr>
60</table>
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