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26<h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="EKFCh,BMcond,EKFCh,BMcond,EKFCh,BMcond" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code>. 
27<a href="#_details">More...</a>
28<p>
29<div class="dynheader">
30Inheritance diagram for EKF_unQ:</div>
31<div class="dynsection">
32<p><center><img src="classEKF__unQ__inherit__graph.png" border="0" usemap="#EKF__unQ__inherit__map" alt="Inheritance graph"></center>
33<map name="EKF__unQ__inherit__map">
34<area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="36,327,100,351"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="28,250,108,274"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="5,172,131,196"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="59,7,99,31"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="84,84,201,108"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="124,327,193,351"></map>
35<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
36<div class="dynheader">
37Collaboration diagram for EKF_unQ:</div>
38<div class="dynsection">
39<p><center><img src="classEKF__unQ__coll__graph.png" border="0" usemap="#EKF__unQ__coll__map" alt="Collaboration graph"></center>
40<map name="EKF__unQ__coll__map">
41<area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="484,721,548,745"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="369,644,449,668"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="311,566,436,590"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="136,214,176,238"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="5,345,123,369"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="420,6,457,30"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="343,110,388,134"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="511,110,569,134"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="572,721,641,745"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="381,345,437,369"><area shape="rect" href="classenorm.html" title="enorm\&lt; chmat \&gt;" alt="" coords="241,448,359,472"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="381,214,437,238"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="292,214,337,238"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="248,345,357,369"><area shape="rect" href="classfnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="620,6,660,30"></map>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43
44<p>
45<a href="classEKF__unQ-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
46<tr><td></td></tr>
47<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
48<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" -->
49&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classRV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr>
50
51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &amp;Q0)" -->
53void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &amp;Q0)</td></tr>
54
55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" -->
57&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classRV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &amp;Q0)" -->
61void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &amp;Q0)</td></tr>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44b49058c8eb27c7910ae31a1dfd3d21"></a><!-- doxytag: member="EKF_unQ::bayes" ref="44b49058c8eb27c7910ae31a1dfd3d21" args="(const vec dt)" -->
65void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec dt)</td></tr>
66
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" -->
68&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classRV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &amp;Q0)" -->
72void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &amp;Q0)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0216bed270df59fe65d0d62d41f8257c"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="0216bed270df59fe65d0d62d41f8257c" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" -->
76void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#0216bed270df59fe65d0d62d41f8257c">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92fb227287af05c9f0078d523c7c9793"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="92fb227287af05c9f0078d523c7c9793" 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)" -->
80void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#92fb227287af05c9f0078d523c7c9793">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>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96f6edda324a0b7ef8b4e86cc7af60c1"></a><!-- doxytag: member="EKF_unQ::bayes" ref="96f6edda324a0b7ef8b4e86cc7af60c1" args="(const vec &amp;dt)" -->
84void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">bayes</a> (const vec &amp;dt)</td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b261b20f6210d4c85131d33302df0adc"></a><!-- doxytag: member="EKF_unQ::set_est" ref="b261b20f6210d4c85131d33302df0adc" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
88void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#b261b20f6210d4c85131d33302df0adc">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67cccaf1c4dcdcd1df110e15ef326bfe"></a><!-- doxytag: member="EKF_unQ::_epdf" ref="67cccaf1c4dcdcd1df110e15ef326bfe" args="() const " -->
92const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#67cccaf1c4dcdcd1df110e15ef326bfe">_epdf</a> () const </td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="980fcd41c6c548c5da7b8b67c8e6da79"></a><!-- doxytag: member="EKF_unQ::__K" ref="980fcd41c6c548c5da7b8b67c8e6da79" args="()" -->
96mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#980fcd41c6c548c5da7b8b67c8e6da79">__K</a> ()</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac9540f3850b74d89a5fe4db6fc358ce"></a><!-- doxytag: member="EKF_unQ::_dP" ref="ac9540f3850b74d89a5fe4db6fc358ce" args="()" -->
100vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ac9540f3850b74d89a5fe4db6fc358ce">_dP</a> ()</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKF_unQ::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
104virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &amp;dt) const </td></tr>
108
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="EKF_unQ::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
110vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a627c5a79cc6f5221b7e09675525e032"></a><!-- doxytag: member="EKF_unQ::predictor" ref="a627c5a79cc6f5221b7e09675525e032" args="(const RV &amp;rv)" -->
114virtual <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a627c5a79cc6f5221b7e09675525e032">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>)</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKF_unQ::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
118const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKF_unQ::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
122double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKF_unQ::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
126void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKF_unQ::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " -->
132const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
135<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94ee9da75b0e0f632e4a354988ca3798"></a><!-- doxytag: member="EKF_unQ::preA" ref="94ee9da75b0e0f632e4a354988ca3798" args="" -->
137mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#94ee9da75b0e0f632e4a354988ca3798">preA</a></td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre array (triangular matrix) <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d31a26dc72b5846cfe5af3ccb63ac87"></a><!-- doxytag: member="EKF_unQ::postA" ref="0d31a26dc72b5846cfe5af3ccb63ac87" args="" -->
141mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#0d31a26dc72b5846cfe5af3ccb63ac87">postA</a></td></tr>
142
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr>
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="EKF_unQ::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" -->
145<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a></td></tr>
146
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="EKF_unQ::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" -->
149<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498">rvu</a></td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF_unQ::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" -->
153int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb">dimx</a></td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="EKF_unQ::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" -->
157int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a">dimy</a></td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="EKF_unQ::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" -->
161int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b0153795a1444b6968a86409c778d9ce">dimu</a></td></tr>
162
163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="EKF_unQ::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" -->
165mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9">A</a></td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="EKF_unQ::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" -->
169mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a">B</a></td></tr>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="EKF_unQ::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" -->
173mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13">C</a></td></tr>
174
175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="EKF_unQ::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" -->
177mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1">D</a></td></tr>
178
179<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF_unQ::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
181<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr>
182
183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF_unQ::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" -->
185<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr>
186
187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="EKF_unQ::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" -->
189<a class="el" href="classenorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>
190
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="EKF_unQ::fy" ref="e580ab06483952bd03f2e651763e184f" args="" -->
193<a class="el" href="classenorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr>
194
195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF_unQ::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->
197mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d422f51467c7a06174af2476d2826132">_K</a></td></tr>
198
199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">placeholder for <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> gain <br></td></tr>
200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="764bbc95238eda11fc81c5ebd0b1dcfd"></a><!-- doxytag: member="EKF_unQ::_yp" ref="764bbc95238eda11fc81c5ebd0b1dcfd" args="" -->
201vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd">_yp</a></td></tr>
202
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr>
204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="45c9f928d2d62e0c884900fb3380f904"></a><!-- doxytag: member="EKF_unQ::_Ry" ref="45c9f928d2d62e0c884900fb3380f904" args="" -->
205<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904">_Ry</a></td></tr>
206
207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.R <br></td></tr>
208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fe803a81d2d847b0b1db3c6b29c18061"></a><!-- doxytag: member="EKF_unQ::_mu" ref="fe803a81d2d847b0b1db3c6b29c18061" args="" -->
209vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061">_mu</a></td></tr>
210
211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr>
212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fb808cc94a4c2652e1fb93be9bb7dcf"></a><!-- doxytag: member="EKF_unQ::_P" ref="9fb808cc94a4c2652e1fb93be9bb7dcf" args="" -->
213<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf">_P</a></td></tr>
214
215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr>
216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF_unQ::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
217<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
218
219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKF_unQ::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
221double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
222
223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKF_unQ::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
225bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
226
227<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>
228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ba793c8ec453f04d372d17195ed8dec"></a><!-- doxytag: member="EKF_unQ::rvc" ref="9ba793c8ec453f04d372d17195ed8dec" args="" -->
229<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">rvc</a></td></tr>
230
231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
232</table>
233<hr><a name="_details"></a><h2>Detailed Description</h2>
234Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code>. <hr><h2>Member Function Documentation</h2>
235<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKF_unQ::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
236<div class="memitem">
237<div class="memproto">
238      <table class="memname">
239        <tr>
240          <td class="memname">virtual double BM::logpred           </td>
241          <td>(</td>
242          <td class="paramtype">const vec &amp;&nbsp;</td>
243          <td class="paramname"> <em>dt</em>          </td>
244          <td>&nbsp;)&nbsp;</td>
245          <td> const<code> [inline, virtual, inherited]</code></td>
246        </tr>
247      </table>
248</div>
249<div class="memdoc">
250
251<p>
252Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
253<p>Reimplemented in <a class="el" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">ARX</a>, <a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">MixEF</a>, and <a class="el" href="classmultiBM.html#13e26a61757278981fd8cac9a7ef91eb">multiBM</a>.</p>
254
255<p>Referenced by <a class="el" href="libBM_8h-source.html#l00344">BM::logpred_m()</a>.</p>
256
257</div>
258</div><p>
259<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKF_unQ::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
260<div class="memitem">
261<div class="memproto">
262      <table class="memname">
263        <tr>
264          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
265          <td>(</td>
266          <td class="paramtype">bool&nbsp;</td>
267          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
268          <td>&nbsp;)&nbsp;</td>
269          <td><code> [inline, virtual, inherited]</code></td>
270        </tr>
271      </table>
272</div>
273<div class="memdoc">
274
275<p>
276Copy function required in vectors, Arrays of <a class="el" href="classBM.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="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_()</a>{<a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }
277<p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>.</p>
278
279<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::init()</a>.</p>
280
281</div>
282</div><p>
283<hr>The documentation for this class was generated from the following files:<ul>
284<li>work/git/mixpp/pmsm/pmsm_sim.cpp<li>work/git/mixpp/pmsm/pmsm_sim2.cpp<li>work/git/mixpp/pmsm/pmsm_unkQpf.cpp</ul>
285</div>
286<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:13 2008 for mixpp by&nbsp;
287<a href="http://www.doxygen.org/index.html">
288<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
289</body>
290</html>
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