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3<title>mixpp: BM Class Reference</title>
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26<h1>BM Class Reference</h1><!-- doxytag: class="BM" -->Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for BM:</div>
33<div class="dynsection">
34<p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center>
35<map name="BM__inherit__map">
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\&lt; ldmat \&gt;" alt="" coords="239,172,359,196"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="535,172,660,196"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" 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>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for BM:</div>
40<div class="dynsection">
41<p><center><img src="classBM__coll__graph.png" border="0" usemap="#BM__coll__map" alt="Collaboration graph"></center>
42<map name="BM__coll__map">
43<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="7,6,44,30"></map>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
48<tr><td></td></tr>
49<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
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 &amp;rv0)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr>
55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
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)" -->
58void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="BM::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" -->
62virtual <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr>
63
64<tr><td class="mdescLeft">&nbsp;</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>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" -->
66virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="BM::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
70const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="BM::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
74double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
77<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
79<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
83double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BM::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
87bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</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>
90</table>
91<hr><a name="_details"></a><h2>Detailed Description</h2>
92Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.
93<p>
94<hr><h2>Member Function Documentation</h2>
95<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="BM::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" -->
96<div class="memitem">
97<div class="memproto">
98      <table class="memname">
99        <tr>
100          <td class="memname">virtual void BM::bayes           </td>
101          <td>(</td>
102          <td class="paramtype">const vec &amp;&nbsp;</td>
103          <td class="paramname"> <em>dt</em>          </td>
104          <td>&nbsp;)&nbsp;</td>
105          <td width="100%"><code> [pure virtual]</code></td>
106        </tr>
107      </table>
108</div>
109<div class="memdoc">
110
111<p>
112Incremental Bayes rule.
113<p>
114<dl compact><dt><b>Parameters:</b></dt><dd>
115  <table border="0" cellspacing="2" cellpadding="0">
116    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
117  </table>
118</dl>
119
120<p>Implemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</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&lt; sq_T &gt;</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&lt; BM_T &gt;</a>, <a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">EKFfixed</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; ldmat &gt;</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; chmat &gt;</a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; fsqmat &gt;</a>.</p>
121
122</div>
123</div><p>
124<hr>The documentation for this class was generated from the following file:<ul>
125<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
126</div>
127<hr size="1"><address style="text-align: right;"><small>Generated on Fri May 9 16:15:24 2008 for mixpp by&nbsp;
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129<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address>
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