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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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1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: DS Class Reference</title>
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23<h1>DS Class Reference</h1><!-- doxytag: class="DS" -->Abstract class for discrete-time sources of data. 
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 DS:</div>
30<div class="dynsection">
31<p><center><img src="classDS__inherit__graph.png" border="0" usemap="#DS__inherit__map" alt="Inheritance graph"></center>
32<map name="DS__inherit__map">
33<area shape="rect" href="classMemDS.html" title="Class representing off&#45;line data stored in memory." alt="" coords="5,84,80,111"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for DS:</div>
37<div class="dynsection">
38<p><center><img src="classDS__coll__graph.png" border="0" usemap="#DS__coll__map" alt="Collaboration graph"></center>
39<map name="DS__coll__map">
40<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="7,7,44,33"><area shape="rect" title="Urv\nDrv" alt="" coords="21,31,29,39"><area shape="rect" title="Urv\nDrv" alt="" coords="21,115,29,123"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classDS-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="db2dacc9e71a36eeb9c5c2ee402eeeb1"></a><!-- doxytag: member="DS::getdata" ref="db2dacc9e71a36eeb9c5c2ee402eeeb1" args="(vec &amp;dt)" -->
48void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1">getdata</a> (vec &amp;dt)</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns full vector of observed data. <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4027575bc66ea358f9b03dd3be28fe1e"></a><!-- doxytag: member="DS::getdata" ref="4027575bc66ea358f9b03dd3be28fe1e" args="(vec &amp;dt, ivec &amp;indeces)" -->
52void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#4027575bc66ea358f9b03dd3be28fe1e">getdata</a> (vec &amp;dt, ivec &amp;indeces)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns data records at indeces. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dfb6788b70c0d48a1f5276ed6c93039"></a><!-- doxytag: member="DS::write" ref="0dfb6788b70c0d48a1f5276ed6c93039" args="(vec &amp;ut)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039">write</a> (vec &amp;ut)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Accepts action variable and schedule it for application. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f4ae51a3bc1267a6a52fc229973afe85"></a><!-- doxytag: member="DS::write" ref="f4ae51a3bc1267a6a52fc229973afe85" args="(vec &amp;ut, ivec &amp;indeces)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">write</a> (vec &amp;ut, ivec &amp;indeces)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Accepts action variables at specific indeces. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75">linkrvs</a> (<a class="el" href="classRV.html">RV</a> &amp;drv, <a class="el" href="classRV.html">RV</a> &amp;urv)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Method that assigns random variables to the datasource. Typically, the datasource will be constructed without knowledge of random variables. This method will associate existing variables with RVs.  <a href="#9a35ca9c9321dce2bf63bf668f785b75"></a><br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="470ba89e8e7c3c4d830803221b4e9be6"></a><!-- doxytag: member="DS::step" ref="470ba89e8e7c3c4d830803221b4e9be6" args="()" -->
67void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6">step</a> ()</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system. <br></td></tr>
70<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1012025a1a3a1fdd24aa48698a3d3454"></a><!-- doxytag: member="DS::Drv" ref="1012025a1a3a1fdd24aa48698a3d3454" args="" -->
72<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">Drv</a></td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observed variables, returned by <code><a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata()</a></code>. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a88ffaeb3c7c2cf30c69bc41a000629"></a><!-- doxytag: member="DS::Urv" ref="0a88ffaeb3c7c2cf30c69bc41a000629" args="" -->
76<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">Urv</a></td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Action variables, accepted by <code><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write()</a></code>. <br></td></tr>
79</table>
80<hr><a name="_details"></a><h2>Detailed Description</h2>
81Abstract class for discrete-time sources of data.
82<p>
83The class abstracts operations of: (i) data aquisition, (ii) data-preprocessing, (iii) scaling of data, and (iv) data resampling from the task of estimation and control. Moreover, for controlled systems, it is able to receive the desired control action and perform it in the next step. (Or as soon as possible). <hr><h2>Member Function Documentation</h2>
84<a class="anchor" name="9a35ca9c9321dce2bf63bf668f785b75"></a><!-- doxytag: member="DS::linkrvs" ref="9a35ca9c9321dce2bf63bf668f785b75" args="(RV &amp;drv, RV &amp;urv)" -->
85<div class="memitem">
86<div class="memproto">
87      <table class="memname">
88        <tr>
89          <td class="memname">void DS::linkrvs           </td>
90          <td>(</td>
91          <td class="paramtype"><a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td>
92          <td class="paramname"> <em>drv</em>, </td>
93        </tr>
94        <tr>
95          <td class="paramkey"></td>
96          <td></td>
97          <td class="paramtype"><a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td>
98          <td class="paramname"> <em>urv</em></td><td>&nbsp;</td>
99        </tr>
100        <tr>
101          <td></td>
102          <td>)</td>
103          <td></td><td></td><td width="100%"></td>
104        </tr>
105      </table>
106</div>
107<div class="memdoc">
108
109<p>
110Method that assigns random variables to the datasource. Typically, the datasource will be constructed without knowledge of random variables. This method will associate existing variables with RVs.
111<p>
112(Inherited from m3k, may be deprecated soon).
113<p>Reimplemented in <a class="el" href="classMemDS.html#5f72b555e0e4a61de1440c457cf57007">MemDS</a>.</p>
114
115</div>
116</div><p>
117<hr>The documentation for this class was generated from the following file:<ul>
118<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
119<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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121<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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