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upravy Kalmana

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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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7<!-- Generated by Doxygen 1.5.3 -->
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9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
12    <li><a href="files.html"><span>Files</span></a></li>
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16  <ul>
17    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
18    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
19    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
20  </ul>
21</div>
22<h1>BM Class Reference</h1><!-- doxytag: class="BM" -->Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. 
23<a href="#_details">More...</a>
24<p>
25<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
26<p>
27<div class="dynheader">
28Inheritance diagram for BM:</div>
29<div class="dynsection">
30<p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center>
31<map name="BM__inherit__map">
32<area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="5,87,133,113"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="47,183,193,209"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="208,87,299,113"><area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="323,87,360,113"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="64,111,72,119"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="95,179,103,187"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="68,263,172,289"><area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="305,183,377,209"></map>
33<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
34
35<p>
36<a href="classBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
37<tr><td></td></tr>
38<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
39<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef32a12f4f89e4000bf5390ceda762ae"></a><!-- doxytag: member="BM::BM" ref="ef32a12f4f89e4000bf5390ceda762ae" args="()" -->
40&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a> ()</td></tr>
41
42<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
43<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0">bayes</a> (const vec &amp;dt, bool evall=true)=0</td></tr>
44
45<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#c52edf4ad6e1dff9bf64b9e1e0cfb1f0"></a><br></td></tr>
46<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="BM::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
47void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
48
49<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
50<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
52double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
55</table>
56<hr><a name="_details"></a><h2>Detailed Description</h2>
57Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. <hr><h2>Member Function Documentation</h2>
58<a class="anchor" name="c52edf4ad6e1dff9bf64b9e1e0cfb1f0"></a><!-- doxytag: member="BM::bayes" ref="c52edf4ad6e1dff9bf64b9e1e0cfb1f0" args="(const vec &amp;dt, bool evall=true)=0" -->
59<div class="memitem">
60<div class="memproto">
61      <table class="memname">
62        <tr>
63          <td class="memname">virtual void BM::bayes           </td>
64          <td>(</td>
65          <td class="paramtype">const vec &amp;&nbsp;</td>
66          <td class="paramname"> <em>dt</em>, </td>
67        </tr>
68        <tr>
69          <td class="paramkey"></td>
70          <td></td>
71          <td class="paramtype">bool&nbsp;</td>
72          <td class="paramname"> <em>evall</em> = <code>true</code></td><td>&nbsp;</td>
73        </tr>
74        <tr>
75          <td></td>
76          <td>)</td>
77          <td></td><td></td><td width="100%"><code> [pure virtual]</code></td>
78        </tr>
79      </table>
80</div>
81<div class="memdoc">
82
83<p>
84Incremental Bayes rule.
85<p>
86<dl compact><dt><b>Parameters:</b></dt><dd>
87  <table border="0" cellspacing="2" cellpadding="0">
88    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
89    <tr><td valign="top"></td><td valign="top"><em>evall</em>&nbsp;</td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr>
90  </table>
91</dl>
92
93<p>Implemented in <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a>, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; sq_T &gt;</a>, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF&lt; sq_T &gt;</a>, <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a>, <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a>, and <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman&lt; fsqmat &gt;</a>.</p>
94
95</div>
96</div><p>
97<hr>The documentation for this class was generated from the following file:<ul>
98<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
99<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:17 2008 for mixpp by&nbsp;
100<a href="http://www.doxygen.org/index.html">
101<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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