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[280]69<h1>EKFCh_du_kQ Class Reference</h1><!-- doxytag: class="EKFCh_du_kQ" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" --><div class="dynheader">
[234]70Inheritance diagram for EKFCh_du_kQ:</div>
71<div class="dynsection">
72
[280]73<p><center><img src="classEKFCh__du__kQ.png" usemap="#EKFCh_du_kQ_map" border="0" alt=""></center>
74<map name="EKFCh_du_kQ_map">
75<area href="classbdm_1_1EKFCh.html" alt="bdm::EKFCh" shape="rect" coords="0,224,139,248">
76<area href="classbdm_1_1BMcond.html" alt="bdm::BMcond" shape="rect" coords="149,224,288,248">
77<area href="classbdm_1_1KalmanCh.html" alt="bdm::KalmanCh" shape="rect" coords="0,168,139,192">
78<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="149,168,288,192">
79<area href="classbdm_1_1Kalman.html" alt="bdm::Kalman< chmat >" shape="rect" coords="0,112,139,136">
80<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,139,80">
81<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,139,24">
82</map>
83</div>
84
[234]85<p>
[280]86<a href="classEKFCh__du__kQ-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
87Extended Kalman filter with unknown <code>Q</code> and delta u. <table border="0" cellpadding="0" cellspacing="0">
[234]88<tr><td></td></tr>
89<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[280]90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79d84eb2df4de0e4f3153ce4a910e895"></a><!-- doxytag: member="EKFCh_du_kQ::EKFCh_du_kQ" ref="79d84eb2df4de0e4f3153ce4a910e895" args="()" -->
91&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh__du__kQ.html#79d84eb2df4de0e4f3153ce4a910e895">EKFCh_du_kQ</a> ()</td></tr>
[234]92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
94<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)" -->
95void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_ref</b> (const <a class="el" href="classchmat.html">chmat</a> &amp;Qref0)</td></tr>
96
97<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)" -->
98void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh__du__kQ.html#2e6654c66d5cd436619361579ddb6543">condition</a> (const vec &amp;val)</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
[255]101<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)" -->
102void&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]103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
[280]105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="EKFCh_du_kQ::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;Q0, const chmat &amp;R0)" -->
106void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">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;Q0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0)</td></tr>
[234]107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
[255]109<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)" -->
110void&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]111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
[280]113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="EKFCh_du_kQ::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
114void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
[234]115
[280]116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="EKFCh_du_kQ::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
118
[234]119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
[280]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75e487ff6c129d7012d702030f8c890"></a><!-- doxytag: member="EKFCh_du_kQ::posterior" ref="f75e487ff6c129d7012d702030f8c890" args="() const " -->
121const epdf &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#f75e487ff6c129d7012d702030f8c890">posterior</a> () const </td></tr>
[234]122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]124<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 " -->
[280]125const enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
[234]126
[255]127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="EKFCh_du_kQ::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" -->
128mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr>
[234]129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[255]131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a250d1dbe7bba861dba2a324520cfa48"></a><!-- doxytag: member="EKFCh_du_kQ::_dP" ref="a250d1dbe7bba861dba2a324520cfa48" args="()" -->
132vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a250d1dbe7bba861dba2a324520cfa48">_dP</a> ()</td></tr>
[234]133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[280]135<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 " -->
136const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
139<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
140<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#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr>
141
142<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[255]143<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)" -->
144virtual 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]145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[255]147<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]148
[255]149<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 " -->
150vec&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]151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[280]153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFCh_du_kQ::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
154virtual epdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
[234]155
[280]156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFCh_du_kQ::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
158virtual mpdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
[234]159
[280]160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
161<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFCh_du_kQ::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
163const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
164
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="EKFCh_du_kQ::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
166void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &amp;rv)</td></tr>
167
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="EKFCh_du_kQ::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
169void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &amp;rv)</td></tr>
170
[255]171<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 " -->
[280]172double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[234]173
[255]174<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)" -->
[280]175void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[234]176
177<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[255]178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="EKFCh_du_kQ::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" -->
179diffbifn *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a></td></tr>
[234]180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal Model f(x,u). <br></td></tr>
[255]182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b34c69641826322467b704e8252f317"></a><!-- doxytag: member="EKFCh_du_kQ::phxu" ref="6b34c69641826322467b704e8252f317" args="" -->
183diffbifn *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a></td></tr>
[234]184
185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation Model h(x,u). <br></td></tr>
[255]186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="EKFCh_du_kQ::preA" ref="48611c8582706cfa62e832be0972e75d" args="" -->
187mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d">preA</a></td></tr>
[234]188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre array (triangular matrix) <br></td></tr>
[255]190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="EKFCh_du_kQ::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" -->
191mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr>
[234]192
193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr>
[255]194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe475a1e920b20b63bb342c0e1571f7"></a><!-- doxytag: member="EKFCh_du_kQ::rvy" ref="3fe475a1e920b20b63bb342c0e1571f7" args="" -->
195RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#3fe475a1e920b20b63bb342c0e1571f7">rvy</a></td></tr>
[234]196
197<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr>
[255]198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="149e27424fd1a7cc1c998ea088618a94"></a><!-- doxytag: member="EKFCh_du_kQ::rvu" ref="149e27424fd1a7cc1c998ea088618a94" args="" -->
199RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#149e27424fd1a7cc1c998ea088618a94">rvu</a></td></tr>
[234]200
201<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr>
[255]202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba7699cdb3b1382a54d3e28b9b7517fa"></a><!-- doxytag: member="EKFCh_du_kQ::dimx" ref="ba7699cdb3b1382a54d3e28b9b7517fa" args="" -->
203int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa">dimx</a></td></tr>
[234]204
205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
[255]206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2c36ba01760bf207b985bf321b7817f"></a><!-- doxytag: member="EKFCh_du_kQ::dimy" ref="d2c36ba01760bf207b985bf321b7817f" args="" -->
207int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f">dimy</a></td></tr>
[234]208
209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
[255]210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5136ef617f6ac0e426bea222755d92b"></a><!-- doxytag: member="EKFCh_du_kQ::dimu" ref="c5136ef617f6ac0e426bea222755d92b" args="" -->
211int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c5136ef617f6ac0e426bea222755d92b">dimu</a></td></tr>
[234]212
213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
[255]214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a2072e2090c10fac74ad30a023a4ace"></a><!-- doxytag: member="EKFCh_du_kQ::A" ref="0a2072e2090c10fac74ad30a023a4ace" args="" -->
215mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#0a2072e2090c10fac74ad30a023a4ace">A</a></td></tr>
[234]216
217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
[255]218<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5977b2c81857948a35105f0e7840203c"></a><!-- doxytag: member="EKFCh_du_kQ::B" ref="5977b2c81857948a35105f0e7840203c" args="" -->
219mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#5977b2c81857948a35105f0e7840203c">B</a></td></tr>
[234]220
221<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
[255]222<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="818eba63a23972786a4579ad30294177"></a><!-- doxytag: member="EKFCh_du_kQ::C" ref="818eba63a23972786a4579ad30294177" args="" -->
223mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#818eba63a23972786a4579ad30294177">C</a></td></tr>
[234]224
225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
[255]226<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b56ac423d0654b5755e4f852a870456"></a><!-- doxytag: member="EKFCh_du_kQ::D" ref="7b56ac423d0654b5755e4f852a870456" args="" -->
227mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#7b56ac423d0654b5755e4f852a870456">D</a></td></tr>
[234]228
229<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
[255]230<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70f8bf19e81b532c60fd3a7a152425ee"></a><!-- doxytag: member="EKFCh_du_kQ::Q" ref="70f8bf19e81b532c60fd3a7a152425ee" args="" -->
231<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]232
233<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
[255]234<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="475b088287cdfbba4dc60a3d027728b7"></a><!-- doxytag: member="EKFCh_du_kQ::R" ref="475b088287cdfbba4dc60a3d027728b7" args="" -->
235<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]236
237<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
[255]238<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="383f329ff18bbe219254c8b3b916f40d"></a><!-- doxytag: member="EKFCh_du_kQ::est" ref="383f329ff18bbe219254c8b3b916f40d" args="" -->
239enorm&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]240
241<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
[255]242<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="EKFCh_du_kQ::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" -->
243enorm&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]244
245<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
[255]246<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="EKFCh_du_kQ::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" -->
247mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr>
[234]248
[255]249<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">placeholder for Kalman gain <br></td></tr>
250<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c249d45258c8578b13858ad3e7b729b1"></a><!-- doxytag: member="EKFCh_du_kQ::_yp" ref="c249d45258c8578b13858ad3e7b729b1" args="" -->
251vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c249d45258c8578b13858ad3e7b729b1">_yp</a></td></tr>
[234]252
253<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr>
[255]254<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd268f2d7fbe6382cb8825a1114192a"></a><!-- doxytag: member="EKFCh_du_kQ::_Ry" ref="2dd268f2d7fbe6382cb8825a1114192a" args="" -->
255<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]256
257<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.R <br></td></tr>
[255]258<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa172078091e45561343fa513dd573b0"></a><!-- doxytag: member="EKFCh_du_kQ::_mu" ref="fa172078091e45561343fa513dd573b0" args="" -->
259vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#fa172078091e45561343fa513dd573b0">_mu</a></td></tr>
[234]260
261<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr>
[255]262<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00c27b0bf324f0018497921ca23c71ed"></a><!-- doxytag: member="EKFCh_du_kQ::_P" ref="00c27b0bf324f0018497921ca23c71ed" args="" -->
263<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]264
265<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr>
[280]266<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="EKFCh_du_kQ::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
267RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
[234]268
[280]269<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[255]270<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFCh_du_kQ::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
271double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
[234]272
273<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
[255]274<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKFCh_du_kQ::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
275bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
[234]276
277<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>
[280]278<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1164a90f782a2a323b1ee17242100b39"></a><!-- doxytag: member="EKFCh_du_kQ::dimc" ref="1164a90f782a2a323b1ee17242100b39" args="" -->
279int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#1164a90f782a2a323b1ee17242100b39">dimc</a></td></tr>
280
281<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the conditioning variable <br></td></tr>
[255]282<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="EKFCh_du_kQ::rvc" ref="9a12750776d977408aada06a70093297" args="" -->
283RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr>
[234]284
285<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
286</table>
[280]287<hr><h2>Member Function Documentation</h2>
288<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="EKFCh_du_kQ::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
[234]289<div class="memitem">
290<div class="memproto">
291      <table class="memname">
292        <tr>
[280]293          <td class="memname">virtual BM* bdm::BM::_copy_           </td>
[234]294          <td>(</td>
[280]295          <td class="paramname">          </td>
[234]296          <td>&nbsp;)&nbsp;</td>
[280]297          <td><code> [inline, virtual, inherited]</code></td>
[234]298        </tr>
299      </table>
300</div>
301<div class="memdoc">
302
303<p>
[280]304Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
305</pre></div> 
306<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
[234]307
308</div>
309</div><p>
[280]310<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKFCh_du_kQ::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[234]311<div class="memitem">
312<div class="memproto">
313      <table class="memname">
314        <tr>
[280]315          <td class="memname">virtual double bdm::BM::logpred           </td>
[234]316          <td>(</td>
[280]317          <td class="paramtype">const vec &amp;&nbsp;</td>
318          <td class="paramname"> <em>dt</em>          </td>
[234]319          <td>&nbsp;)&nbsp;</td>
[280]320          <td> const<code> [inline, virtual, inherited]</code></td>
[234]321        </tr>
322      </table>
323</div>
324<div class="memdoc">
325
326<p>
[280]327Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
328<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]329
[280]330<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p>
331
[234]332</div>
333</div><p>
334<hr>The documentation for this class was generated from the following file:<ul>
[261]335<li><a class="el" href="mpf__u__delta_8cpp.html">mpf_u_delta.cpp</a></ul>
[234]336</div>
[280]337<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:38:51 2009 for mixpp by&nbsp;
[234]338<a href="http://www.doxygen.org/index.html">
339<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
340</body>
341</html>
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