| [8] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
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| 3 | <title>mixpp: BM Class Reference</title> |
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| [91] | 7 | <!-- Generated by Doxygen 1.5.5 --> |
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| 8 | <div class="navigation" id="top"> |
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| 9 | <div class="tabs"> |
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| 10 | <ul> |
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| 11 | <li><a href="index.html"><span>Main Page</span></a></li> |
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| 18 | <ul> |
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| 19 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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| 20 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 21 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| 22 | </ul> |
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| 23 | </div> |
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| [8] | 24 | </div> |
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| [91] | 25 | <div class="contents"> |
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| [8] | 26 | <h1>BM Class Reference</h1><!-- doxytag: class="BM" -->Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. |
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| 27 | <a href="#_details">More...</a> |
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| 28 | <p> |
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| 29 | <code>#include <<a class="el" href="libBM_8h-source.html">libBM.h</a>></code> |
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| 30 | <p> |
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| 31 | <div class="dynheader"> |
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| 32 | Inheritance diagram for BM:</div> |
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| 33 | <div class="dynsection"> |
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| [19] | 34 | <p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="BM__inherit__map"> |
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| [99] | 36 | <area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="5,84,53,108"><area shape="rect" href="classEKFfixed.html" title="Extended Kalman Filter in full matrices." alt="" coords="77,84,152,108"><area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="176,84,240,108"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="332,84,449,108"><area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="239,172,359,196"><area shape="rect" href="classKalman.html" title="Kalman\< chmat \>" alt="" coords="535,172,660,196"><area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="383,172,511,196"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="701,84,739,108"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="171,250,256,274"><area shape="rect" href="classKFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="280,250,355,274"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="557,250,637,274"><area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="565,327,629,351"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="559,404,636,428"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="397,250,496,274"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="684,172,791,196"></map> |
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| [19] | 37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| [32] | 38 | <div class="dynheader"> |
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| 39 | Collaboration diagram for BM:</div> |
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| 40 | <div class="dynsection"> |
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| 41 | <p><center><img src="classBM__coll__graph.png" border="0" usemap="#BM__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="BM__coll__map"> |
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| [91] | 43 | <area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="7,6,44,30"></map> |
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| [32] | 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| [8] | 45 | |
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| 46 | <p> |
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| 47 | <a href="classBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 48 | <tr><td></td></tr> |
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| 49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| [32] | 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="605d28b426adb677c86a57ddb525132a"></a><!-- doxytag: member="BM::BM" ref="605d28b426adb677c86a57ddb525132a" args="(const RV &rv0)" --> |
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| 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a> (const <a class="el" href="classRV.html">RV</a> &rv0)</td></tr> |
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| [22] | 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| [28] | 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> |
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| [8] | 55 | |
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| [28] | 56 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> |
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| [8] | 57 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="BM::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> |
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| 58 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> |
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| 59 | |
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| 60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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| [32] | 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="BM::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" --> |
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| 62 | virtual <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr> |
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| [28] | 63 | |
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| 64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> |
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| [32] | 65 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" --> |
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| 66 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr> |
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| 67 | |
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| 68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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| [33] | 69 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="BM::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> |
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| 70 | const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> |
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| 71 | |
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| 72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="BM::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " --> |
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| 74 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr> |
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| 75 | |
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| 76 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| [32] | 77 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> |
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| 79 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr> |
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| 80 | |
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| 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> |
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| [8] | 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> |
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| 83 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> |
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| 84 | |
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| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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| [28] | 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BM::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> |
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| 87 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> |
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| 88 | |
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| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> |
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| [8] | 90 | </table> |
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| 91 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| [91] | 92 | Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. |
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| 93 | <p> |
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| 94 | <hr><h2>Member Function Documentation</h2> |
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| [28] | 95 | <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="BM::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> |
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| [8] | 96 | <div class="memitem"> |
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| 97 | <div class="memproto"> |
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| 98 | <table class="memname"> |
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| 99 | <tr> |
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| 100 | <td class="memname">virtual void BM::bayes </td> |
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| 101 | <td>(</td> |
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| 102 | <td class="paramtype">const vec & </td> |
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| [28] | 103 | <td class="paramname"> <em>dt</em> </td> |
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| 104 | <td> ) </td> |
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| 105 | <td width="100%"><code> [pure virtual]</code></td> |
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| [8] | 106 | </tr> |
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| 107 | </table> |
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| 108 | </div> |
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| 109 | <div class="memdoc"> |
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| 110 | |
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| 111 | <p> |
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| 112 | Incremental Bayes rule. |
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| 113 | <p> |
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| 114 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 115 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 116 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
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| 117 | </table> |
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| 118 | </dl> |
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| 119 | |
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| [99] | 120 | <p>Implemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< sq_T ></a>, <a class="el" href="classKalmanCh.html#cca758192846940409822b9bd778d4e1">KalmanCh</a>, <a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">EKFfull</a>, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF< sq_T ></a>, <a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">EKFCh</a>, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF< BM_T ></a>, <a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">EKFfixed</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< ldmat ></a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< chmat ></a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman< fsqmat ></a>.</p> |
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| [32] | 121 | |
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| [8] | 122 | </div> |
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| 123 | </div><p> |
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| 124 | <hr>The documentation for this class was generated from the following file:<ul> |
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| [19] | 125 | <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> |
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| [91] | 126 | </div> |
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| [99] | 127 | <hr size="1"><address style="text-align: right;"><small>Generated on Fri May 9 16:15:24 2008 for mixpp by |
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| [8] | 128 | <a href="http://www.doxygen.org/index.html"> |
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| [91] | 129 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> |
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| [8] | 130 | </body> |
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| 131 | </html> |
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