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| 3 | <title>mixpp: EKF< sq_T > Class Template Reference</title> |
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| 19 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| 20 | </ul> |
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| 21 | </div> |
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| 22 | <h1>EKF< sq_T > Class Template Reference</h1><!-- doxytag: class="EKF" --><!-- doxytag: inherits="Kalman< fsqmat >" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. |
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| 23 | <a href="#_details">More...</a> |
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| 24 | <p> |
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| 25 | <code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code> |
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| 26 | <p> |
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| 27 | <div class="dynheader"> |
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| 28 | Inheritance diagram for EKF< sq_T >:</div> |
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| 29 | <div class="dynsection"> |
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| 30 | <p><center><img src="classEKF__inherit__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> |
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| 31 | <map name="EKF_3_01sq__T_01_4__inherit__map"> |
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| 32 | <area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="5,183,152,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="69,7,112,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="95,87,223,113"><area shape="rect" title="\< fsqmat \>" alt="" coords="143,111,151,119"><area shape="rect" title="\< fsqmat \>" alt="" coords="85,179,93,187"></map> |
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| 33 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 34 | <div class="dynheader"> |
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| 35 | Collaboration diagram for EKF< sq_T >:</div> |
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| 36 | <div class="dynsection"> |
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| 37 | <p><center><img src="classEKF__coll__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> |
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| 38 | <map name="EKF_3_01sq__T_01_4__coll__map"> |
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| 39 | <area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="61,337,208,364"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="203,7,264,33"><area shape="rect" title="\< fsqmat \>" alt="" coords="109,196,117,204"><area shape="rect" title="\< fsqmat \>" alt="" coords="127,333,135,341"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"><area shape="rect" title="fxu\nhxu" alt="" coords="299,361,307,369"><area shape="rect" title="fxu\nhxu" alt="" coords="252,445,260,453"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"><area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"><area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"></map> |
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| 40 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 41 | |
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| 42 | <p> |
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| 43 | <a href="classEKF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 44 | <tr><td></td></tr> |
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| 45 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 46 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec441d41529eeae4a1309426386b4a10"></a><!-- doxytag: member="EKF::EKF" ref="ec441d41529eeae4a1309426386b4a10" args="(const diffbifn fxu, const diffbifn hxu)" --> |
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| 47 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">EKF</a> (const <a class="el" href="classdiffbifn.html">diffbifn</a> fxu, const <a class="el" href="classdiffbifn.html">diffbifn</a> hxu)</td></tr> |
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| 48 | |
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| 49 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb0a08463f14e5584344ea2df99fe747"></a><!-- doxytag: member="EKF::bayes" ref="fb0a08463f14e5584344ea2df99fe747" args="(const vec &dt, bool evalll=true)" --> |
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| 51 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a> (const vec &dt, bool evalll=true)</td></tr> |
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| 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
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| 54 | </table> |
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| 55 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 56 | <h3>template<class sq_T><br> |
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| 57 | class EKF< sq_T ></h3> |
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| 58 | |
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| 59 | Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. |
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| 60 | <p> |
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| 61 | An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following file:<ul> |
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| 62 | <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> |
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| 63 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:19 2008 for mixpp by |
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| 65 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> |
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| 66 | </body> |
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