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[255]27<h1>EKFCh_du_kQ Class Reference</h1><!-- doxytag: class="EKFCh_du_kQ" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" -->Extended Kalman filter with unknown <code>Q</code> and delta u. 
[234]28<a href="#_details">More...</a>
29<p>
30<div class="dynheader">
31Inheritance diagram for EKFCh_du_kQ:</div>
32<div class="dynsection">
33<p><center><img src="classEKFCh__du__kQ__inherit__graph.png" border="0" usemap="#EKFCh__du__kQ__inherit__map" alt="Inheritance graph"></center>
34<map name="EKFCh__du__kQ__inherit__map">
[255]35<area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="45,343,144,369"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="32,263,155,289"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; chmat \&gt;" alt="" coords="5,183,181,209"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="71,7,148,33"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="109,87,275,113"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="168,343,277,369"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="179,263,267,289"></map>
[234]36<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
37<div class="dynheader">
38Collaboration diagram for EKFCh_du_kQ:</div>
39<div class="dynsection">
40<p><center><img src="classEKFCh__du__kQ__coll__graph.png" border="0" usemap="#EKFCh__du__kQ__coll__map" alt="Collaboration graph"></center>
41<map name="EKFCh__du__kQ__coll__map">
[255]42<area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="589,881,688,908"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="473,801,596,828"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; chmat \&gt;" alt="" coords="328,705,504,732"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="433,311,511,337"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="408,457,573,484"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="561,87,636,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="365,199,451,225"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="636,199,735,225"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="759,199,868,225"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="600,7,688,33"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="669,87,747,113"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="36,457,97,484"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; chmat \&gt;" alt="" coords="137,573,308,600"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="36,311,97,337"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="200,311,280,337"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="173,457,333,484"></map>
[234]43<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
44
45<p>
46<a href="classEKFCh__du__kQ-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
47<tr><td></td></tr>
48<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
49<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a12fe15d132a88587b91103b8615436f"></a><!-- doxytag: member="EKFCh_du_kQ::EKFCh_du_kQ" ref="a12fe15d132a88587b91103b8615436f" args="(RV rx, RV ry, RV ru, RV rC)" -->
[255]50&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh__du__kQ.html#a12fe15d132a88587b91103b8615436f">EKFCh_du_kQ</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rC)</td></tr>
[234]51
52<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ca289a257ae9d2a1c4ba112234d2e0c"></a><!-- doxytag: member="EKFCh_du_kQ::set_ref" ref="5ca289a257ae9d2a1c4ba112234d2e0c" args="(const chmat &amp;Qref0)" -->
54void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_ref</b> (const <a class="el" href="classchmat.html">chmat</a> &amp;Qref0)</td></tr>
55
56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e6654c66d5cd436619361579ddb6543"></a><!-- doxytag: member="EKFCh_du_kQ::condition" ref="2e6654c66d5cd436619361579ddb6543" args="(const vec &amp;val)" -->
57void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh__du__kQ.html#2e6654c66d5cd436619361579ddb6543">condition</a> (const vec &amp;val)</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
[255]60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="EKFCh_du_kQ::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" -->
61void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#50f9fbffad721f35e5ccb75d0f6b842a">set_parameters</a> (diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a>, diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a>, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr>
[234]62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
[255]64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab3a87ba1831e53f193a9dfbaf56a879"></a><!-- doxytag: member="EKFCh_du_kQ::set_parameters" ref="ab3a87ba1831e53f193a9dfbaf56a879" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;R0, const chmat &amp;Q0)" -->
65void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#ab3a87ba1831e53f193a9dfbaf56a879">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0)</td></tr>
[234]66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
[255]68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c8609c37290b158f88a31dae4047225"></a><!-- doxytag: member="EKFCh_du_kQ::bayes" ref="4c8609c37290b158f88a31dae4047225" args="(const vec &amp;dt)" -->
69void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bayes</a> (const vec &amp;dt)</td></tr>
[234]70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
[255]72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f559387dd38bd6002be490cc62987290"></a><!-- doxytag: member="EKFCh_du_kQ::set_est" ref="f559387dd38bd6002be490cc62987290" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
73void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#f559387dd38bd6002be490cc62987290">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
[234]74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
[255]76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93b5936ba397f13c05f52885c545f42d"></a><!-- doxytag: member="EKFCh_du_kQ::_epdf" ref="93b5936ba397f13c05f52885c545f42d" args="() const " -->
77const epdf &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#93b5936ba397f13c05f52885c545f42d">_epdf</a> () const </td></tr>
[234]78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="EKFCh_du_kQ::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const " -->
81const enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c34989b1e53c7d4ecdaea63a95ddbd77">_e</a> () const </td></tr>
[234]82
[255]83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the epdf representing posterior density on parameters. Use with care! <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="EKFCh_du_kQ::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" -->
85mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr>
[234]86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a250d1dbe7bba861dba2a324520cfa48"></a><!-- doxytag: member="EKFCh_du_kQ::_dP" ref="a250d1dbe7bba861dba2a324520cfa48" args="()" -->
89vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a250d1dbe7bba861dba2a324520cfa48">_dP</a> ()</td></tr>
[234]90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKFCh_du_kQ::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
93virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
[234]94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[255]96<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
[234]97
[255]98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="EKFCh_du_kQ::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
99vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
[234]100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[255]102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="EKFCh_du_kQ::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &amp;rv) const " -->
103virtual epdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const RV &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr>
[234]104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[255]106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="EKFCh_du_kQ::_rv" ref="40a3c891996391e3135518053a917793" args="() const " -->
107const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr>
[234]108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKFCh_du_kQ::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
111double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
[234]112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="EKFCh_du_kQ::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
115void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr>
[234]116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]118<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr>
[234]119
[255]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKFCh_du_kQ::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " -->
121const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr>
[234]122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
124<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[255]125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="EKFCh_du_kQ::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" -->
126diffbifn *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a></td></tr>
[234]127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal Model f(x,u). <br></td></tr>
[255]129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b34c69641826322467b704e8252f317"></a><!-- doxytag: member="EKFCh_du_kQ::phxu" ref="6b34c69641826322467b704e8252f317" args="" -->
130diffbifn *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a></td></tr>
[234]131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation Model h(x,u). <br></td></tr>
[255]133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="EKFCh_du_kQ::preA" ref="48611c8582706cfa62e832be0972e75d" args="" -->
134mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d">preA</a></td></tr>
[234]135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre array (triangular matrix) <br></td></tr>
[255]137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="EKFCh_du_kQ::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" -->
138mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr>
[234]139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr>
[255]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe475a1e920b20b63bb342c0e1571f7"></a><!-- doxytag: member="EKFCh_du_kQ::rvy" ref="3fe475a1e920b20b63bb342c0e1571f7" args="" -->
142RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#3fe475a1e920b20b63bb342c0e1571f7">rvy</a></td></tr>
[234]143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr>
[255]145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="149e27424fd1a7cc1c998ea088618a94"></a><!-- doxytag: member="EKFCh_du_kQ::rvu" ref="149e27424fd1a7cc1c998ea088618a94" args="" -->
146RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#149e27424fd1a7cc1c998ea088618a94">rvu</a></td></tr>
[234]147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr>
[255]149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba7699cdb3b1382a54d3e28b9b7517fa"></a><!-- doxytag: member="EKFCh_du_kQ::dimx" ref="ba7699cdb3b1382a54d3e28b9b7517fa" args="" -->
150int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa">dimx</a></td></tr>
[234]151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
[255]153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2c36ba01760bf207b985bf321b7817f"></a><!-- doxytag: member="EKFCh_du_kQ::dimy" ref="d2c36ba01760bf207b985bf321b7817f" args="" -->
154int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f">dimy</a></td></tr>
[234]155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
[255]157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5136ef617f6ac0e426bea222755d92b"></a><!-- doxytag: member="EKFCh_du_kQ::dimu" ref="c5136ef617f6ac0e426bea222755d92b" args="" -->
158int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c5136ef617f6ac0e426bea222755d92b">dimu</a></td></tr>
[234]159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
[255]161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a2072e2090c10fac74ad30a023a4ace"></a><!-- doxytag: member="EKFCh_du_kQ::A" ref="0a2072e2090c10fac74ad30a023a4ace" args="" -->
162mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#0a2072e2090c10fac74ad30a023a4ace">A</a></td></tr>
[234]163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
[255]165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5977b2c81857948a35105f0e7840203c"></a><!-- doxytag: member="EKFCh_du_kQ::B" ref="5977b2c81857948a35105f0e7840203c" args="" -->
166mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#5977b2c81857948a35105f0e7840203c">B</a></td></tr>
[234]167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
[255]169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="818eba63a23972786a4579ad30294177"></a><!-- doxytag: member="EKFCh_du_kQ::C" ref="818eba63a23972786a4579ad30294177" args="" -->
170mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#818eba63a23972786a4579ad30294177">C</a></td></tr>
[234]171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
[255]173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b56ac423d0654b5755e4f852a870456"></a><!-- doxytag: member="EKFCh_du_kQ::D" ref="7b56ac423d0654b5755e4f852a870456" args="" -->
174mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#7b56ac423d0654b5755e4f852a870456">D</a></td></tr>
[234]175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
[255]177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70f8bf19e81b532c60fd3a7a152425ee"></a><!-- doxytag: member="EKFCh_du_kQ::Q" ref="70f8bf19e81b532c60fd3a7a152425ee" args="" -->
178<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee">Q</a></td></tr>
[234]179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
[255]181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="475b088287cdfbba4dc60a3d027728b7"></a><!-- doxytag: member="EKFCh_du_kQ::R" ref="475b088287cdfbba4dc60a3d027728b7" args="" -->
182<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7">R</a></td></tr>
[234]183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
[255]185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="383f329ff18bbe219254c8b3b916f40d"></a><!-- doxytag: member="EKFCh_du_kQ::est" ref="383f329ff18bbe219254c8b3b916f40d" args="" -->
186enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#383f329ff18bbe219254c8b3b916f40d">est</a></td></tr>
[234]187
188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
[255]189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="EKFCh_du_kQ::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" -->
190enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr>
[234]191
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
[255]193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="EKFCh_du_kQ::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" -->
194mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr>
[234]195
[255]196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">placeholder for Kalman gain <br></td></tr>
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c249d45258c8578b13858ad3e7b729b1"></a><!-- doxytag: member="EKFCh_du_kQ::_yp" ref="c249d45258c8578b13858ad3e7b729b1" args="" -->
198vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c249d45258c8578b13858ad3e7b729b1">_yp</a></td></tr>
[234]199
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr>
[255]201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd268f2d7fbe6382cb8825a1114192a"></a><!-- doxytag: member="EKFCh_du_kQ::_Ry" ref="2dd268f2d7fbe6382cb8825a1114192a" args="" -->
202<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#2dd268f2d7fbe6382cb8825a1114192a">_Ry</a></td></tr>
[234]203
204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.R <br></td></tr>
[255]205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa172078091e45561343fa513dd573b0"></a><!-- doxytag: member="EKFCh_du_kQ::_mu" ref="fa172078091e45561343fa513dd573b0" args="" -->
206vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#fa172078091e45561343fa513dd573b0">_mu</a></td></tr>
[234]207
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr>
[255]209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00c27b0bf324f0018497921ca23c71ed"></a><!-- doxytag: member="EKFCh_du_kQ::_P" ref="00c27b0bf324f0018497921ca23c71ed" args="" -->
210<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#00c27b0bf324f0018497921ca23c71ed">_P</a></td></tr>
[234]211
212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr>
[255]213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="EKFCh_du_kQ::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->
214RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>
[234]215
216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
[255]217<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFCh_du_kQ::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
218double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
[234]219
220<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
[255]221<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKFCh_du_kQ::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
222bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
[234]223
224<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 computational time. <br></td></tr>
[255]225<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="EKFCh_du_kQ::rvc" ref="9a12750776d977408aada06a70093297" args="" -->
226RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr>
[234]227
228<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
229</table>
230<hr><a name="_details"></a><h2>Detailed Description</h2>
[255]231Extended Kalman filter with unknown <code>Q</code> and delta u. <hr><h2>Member Function Documentation</h2>
232<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKFCh_du_kQ::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[234]233<div class="memitem">
234<div class="memproto">
235      <table class="memname">
236        <tr>
[255]237          <td class="memname">virtual double bdm::BM::logpred           </td>
[234]238          <td>(</td>
239          <td class="paramtype">const vec &amp;&nbsp;</td>
240          <td class="paramname"> <em>dt</em>          </td>
241          <td>&nbsp;)&nbsp;</td>
242          <td> const<code> [inline, virtual, inherited]</code></td>
243        </tr>
244      </table>
245</div>
246<div class="memdoc">
247
248<p>
249Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
[255]250<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
[234]251
[255]252<p>Referenced by <a class="el" href="libBM_8h-source.html#l00447">bdm::BM::logpred_m()</a>.</p>
[234]253
254</div>
255</div><p>
[255]256<a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKFCh_du_kQ::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" -->
[234]257<div class="memitem">
258<div class="memproto">
259      <table class="memname">
260        <tr>
[255]261          <td class="memname">virtual BM* bdm::BM::_copy_           </td>
[234]262          <td>(</td>
263          <td class="paramtype">bool&nbsp;</td>
264          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
265          <td>&nbsp;)&nbsp;</td>
266          <td><code> [inline, virtual, inherited]</code></td>
267        </tr>
268      </table>
269</div>
270<div class="memdoc">
271
272<p>
[255]273Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }
274<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p>
[234]275
276</div>
277</div><p>
278<hr>The documentation for this class was generated from the following file:<ul>
279<li>work/git/mixpp/pmsm/<a class="el" href="mpf__u__delta_8cpp.html">mpf_u_delta.cpp</a></ul>
280</div>
[255]281<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:30:19 2009 for mixpp by&nbsp;
[234]282<a href="http://www.doxygen.org/index.html">
283<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
284</body>
285</html>
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