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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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3<title>mixpp: BMcond Class Reference</title>
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23<h1>BMcond Class Reference</h1><!-- doxytag: class="BMcond" -->Conditional Bayesian Filter. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for BMcond:</div>
30<div class="dynsection">
31<p><center><img src="classBMcond__inherit__graph.png" border="0" usemap="#BMcond__inherit__map" alt="Inheritance graph"></center>
32<map name="BMcond__inherit__map">
33<area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="5,84,93,111"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for BMcond:</div>
37<div class="dynsection">
38<p><center><img src="classBMcond__coll__graph.png" border="0" usemap="#BMcond__coll__map" alt="Collaboration graph"></center>
39<map name="BMcond__coll__map">
40<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="23,7,60,33"><area shape="rect" title="rvc" alt="" coords="37,31,45,39"><area shape="rect" title="rvc" alt="" coords="37,99,45,107"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classBMcond-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
45<tr><td></td></tr>
46<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3543cfe274c35f9033c24d8036a96c4d"></a><!-- doxytag: member="BMcond::condition" ref="3543cfe274c35f9033c24d8036a96c4d" args="(const vec &amp;val)=0" -->
48virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d">condition</a> (const vec &amp;val)=0</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
51<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ba793c8ec453f04d372d17195ed8dec"></a><!-- doxytag: member="BMcond::rvc" ref="9ba793c8ec453f04d372d17195ed8dec" args="" -->
53<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvc</b></td></tr>
54
55</table>
56<hr><a name="_details"></a><h2>Detailed Description</h2>
57Conditional Bayesian Filter.
58<p>
59Evaluates conditional filtering density $f(rv|rvc,data)$ for a given <code>rvc</code> which is specified in each step by calling function <code>condition</code>.<p>
60This is an interface class used to assure that certain <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> has operation <code>condition</code> . <hr>The documentation for this class was generated from the following file:<ul>
61<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
62<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:44 2008 for mixpp by&nbsp;
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