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[255]29<h1>EKFfixed Class Reference</h1><!-- doxytag: class="EKFfixed" --><!-- doxytag: inherits="bdm::BM,bdm::BMcond" -->Extended Kalman Filter with full matrices in fixed point arithmetic. 
[84]30<a href="#_details">More...</a>
31<p>
32<code>#include &lt;<a class="el" href="ekf__obj_8h-source.html">ekf_obj.h</a>&gt;</code>
33<p>
34<div class="dynheader">
35Inheritance diagram for EKFfixed:</div>
36<div class="dynsection">
37<p><center><img src="classEKFfixed__inherit__graph.png" border="0" usemap="#EKFfixed__inherit__map" alt="Inheritance graph"></center>
38<map name="EKFfixed__inherit__map">
[261]39<area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,84,83,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="47,7,159,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="107,84,216,111"></map>
[84]40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
41<div class="dynheader">
42Collaboration diagram for EKFfixed:</div>
43<div class="dynsection">
44<p><center><img src="classEKFfixed__coll__graph.png" border="0" usemap="#EKFfixed__coll__map" alt="Collaboration graph"></center>
45<map name="EKFfixed__coll__map">
[261]46<area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,183,83,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="79,7,191,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="149,87,224,113"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="107,183,216,209"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="240,183,325,209"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" alt="" coords="152,455,328,481"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="331,263,411,289"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="223,359,383,385"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="132,359,199,385"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="135,263,196,289"></map>
[84]47<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
48
49<p>
50<a href="classEKFfixed-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
51<tr><td></td></tr>
52<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cece920bbf58fc72b25a6417b3ef0259"></a><!-- doxytag: member="EKFfixed::init_ekf" ref="cece920bbf58fc72b25a6417b3ef0259" args="(double Tv)" -->
54void&nbsp;</td><td class="memItemRight" valign="bottom"><b>init_ekf</b> (double Tv)</td></tr>
55
56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="491e636b259dda3b876b7bd492df6b7c"></a><!-- doxytag: member="EKFfixed::ekf" ref="491e636b259dda3b876b7bd492df6b7c" args="(double ux, double uy, double isxd, double isyd)" -->
57void&nbsp;</td><td class="memItemRight" valign="bottom"><b>ekf</b> (double ux, double uy, double isxd, double isyd)</td></tr>
58
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e77b35e1a11356dbfb1fdfa3017f60d3"></a><!-- doxytag: member="EKFfixed::prediction" ref="e77b35e1a11356dbfb1fdfa3017f60d3" args="(int *ux)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><b>prediction</b> (int *ux)</td></tr>
61
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83ed56b86a056d7dbdd6ce44145fa5f3"></a><!-- doxytag: member="EKFfixed::correction" ref="83ed56b86a056d7dbdd6ce44145fa5f3" args="(void)" -->
63void&nbsp;</td><td class="memItemRight" valign="bottom"><b>correction</b> (void)</td></tr>
64
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dce43355681cfe8f1905db207b4dde8d"></a><!-- doxytag: member="EKFfixed::update_psi" ref="dce43355681cfe8f1905db207b4dde8d" args="(void)" -->
66void&nbsp;</td><td class="memItemRight" valign="bottom"><b>update_psi</b> (void)</td></tr>
67
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="64d7b1a39c27b1846bcd5628928748ef"></a><!-- doxytag: member="EKFfixed::EKFfixed" ref="64d7b1a39c27b1846bcd5628928748ef" args="(RV rvx, RV rvc)" -->
[255]69&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#64d7b1a39c27b1846bcd5628928748ef">EKFfixed</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rvx, <a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a>)</td></tr>
[84]70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddf5334bc1207658fd53698fffbac028"></a><!-- doxytag: member="EKFfixed::bayes" ref="ddf5334bc1207658fd53698fffbac028" args="(const vec &amp;dt)" -->
73void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">bayes</a> (const vec &amp;dt)</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="085cf16c573eda32d8d03619c6c4b518"></a><!-- doxytag: member="EKFfixed::_epdf" ref="085cf16c573eda32d8d03619c6c4b518" args="()" -->
[255]77<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#085cf16c573eda32d8d03619c6c4b518">_epdf</a> ()</td></tr>
[84]78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7fee79e75ad7f0c0e96c5a322cbf44e"></a><!-- doxytag: member="EKFfixed::condition" ref="c7fee79e75ad7f0c0e96c5a322cbf44e" args="(const vec &amp;Q0)" -->
81void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#c7fee79e75ad7f0c0e96c5a322cbf44e">condition</a> (const vec &amp;Q0)</td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
[255]84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKFfixed::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
85virtual 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>
[84]86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[255]88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="963258c4c2dd05be001003b19aceefef"></a><!-- doxytag: member="EKFfixed::_epdf" ref="963258c4c2dd05be001003b19aceefef" args="() const =0" -->
89virtual const epdf &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#963258c4c2dd05be001003b19aceefef">_epdf</a> () const =0</td></tr>
[171]90
[255]91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a reference to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="EKFfixed::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" -->
93virtual const epdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4ed0f8b880e606316ae800f3a011c3a6">_e</a> () const =0</td></tr>
[210]94
[255]95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
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>
[171]97
[255]98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="EKFfixed::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>
[180]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="EKFfixed::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>
[180]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="EKFfixed::_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>
[84]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="EKFfixed::_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>
[84]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="EKFfixed::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>
[171]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>
[171]119
[255]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKFfixed::_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>
[84]122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
124<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d04ddf049475a15e1ba93161aa5586ab"></a><!-- doxytag: member="EKFfixed::Q" ref="d04ddf049475a15e1ba93161aa5586ab" args="[16]" -->
126int&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b> [16]</td></tr>
127
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d914213d413b4d8f8d7bb728c5063d5e"></a><!-- doxytag: member="EKFfixed::R" ref="d914213d413b4d8f8d7bb728c5063d5e" args="[4]" -->
129int&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b> [4]</td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fd20a80b00e9782da676e48eb5b54b3"></a><!-- doxytag: member="EKFfixed::x_est" ref="7fd20a80b00e9782da676e48eb5b54b3" args="[4]" -->
132int&nbsp;</td><td class="memItemRight" valign="bottom"><b>x_est</b> [4]</td></tr>
133
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9518fa723d7324f75df7822a589ee196"></a><!-- doxytag: member="EKFfixed::x_pred" ref="9518fa723d7324f75df7822a589ee196" args="[4]" -->
135int&nbsp;</td><td class="memItemRight" valign="bottom"><b>x_pred</b> [4]</td></tr>
136
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b731c546a474433c1ea6f36f0125774"></a><!-- doxytag: member="EKFfixed::P_pred" ref="0b731c546a474433c1ea6f36f0125774" args="[16]" -->
138int&nbsp;</td><td class="memItemRight" valign="bottom"><b>P_pred</b> [16]</td></tr>
139
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b9ec9cb2d092ca3f4ad2a3b4420867ac"></a><!-- doxytag: member="EKFfixed::P_est" ref="b9ec9cb2d092ca3f4ad2a3b4420867ac" args="[16]" -->
141int&nbsp;</td><td class="memItemRight" valign="bottom"><b>P_est</b> [16]</td></tr>
142
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a8040cdb8bb5dca753485dc67db3287"></a><!-- doxytag: member="EKFfixed::Y_mes" ref="5a8040cdb8bb5dca753485dc67db3287" args="[2]" -->
144int&nbsp;</td><td class="memItemRight" valign="bottom"><b>Y_mes</b> [2]</td></tr>
145
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9292e43fb8e6fedfabb3a9b3c2118e33"></a><!-- doxytag: member="EKFfixed::ukalm" ref="9292e43fb8e6fedfabb3a9b3c2118e33" args="[2]" -->
147int&nbsp;</td><td class="memItemRight" valign="bottom"><b>ukalm</b> [2]</td></tr>
148
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f754902bb769d3b58b89108c76d9a394"></a><!-- doxytag: member="EKFfixed::Kalm" ref="f754902bb769d3b58b89108c76d9a394" args="[8]" -->
150int&nbsp;</td><td class="memItemRight" valign="bottom"><b>Kalm</b> [8]</td></tr>
151
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf4b3d55c8d277673bf77f37f6590217"></a><!-- doxytag: member="EKFfixed::PSI" ref="bf4b3d55c8d277673bf77f37f6590217" args="[16]" -->
153int&nbsp;</td><td class="memItemRight" valign="bottom"><b>PSI</b> [16]</td></tr>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a677b253b54696701c1ca0cb6f7a622"></a><!-- doxytag: member="EKFfixed::temp15a" ref="8a677b253b54696701c1ca0cb6f7a622" args="[16]" -->
156int&nbsp;</td><td class="memItemRight" valign="bottom"><b>temp15a</b> [16]</td></tr>
157
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6d4354dad09286a7a209983732853c5b"></a><!-- doxytag: member="EKFfixed::cA" ref="6d4354dad09286a7a209983732853c5b" args="" -->
159int&nbsp;</td><td class="memItemRight" valign="bottom"><b>cA</b></td></tr>
160
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eac752adfb921c1c525f8c3b3fd15dad"></a><!-- doxytag: member="EKFfixed::cB" ref="eac752adfb921c1c525f8c3b3fd15dad" args="" -->
162int&nbsp;</td><td class="memItemRight" valign="bottom"><b>cB</b></td></tr>
163
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f35ef3dce13131ae9b4427309a1d005"></a><!-- doxytag: member="EKFfixed::cC" ref="2f35ef3dce13131ae9b4427309a1d005" args="" -->
165int&nbsp;</td><td class="memItemRight" valign="bottom"><b>cC</b></td></tr>
166
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50b31e70bb17cbdde2e28c83b9612c47"></a><!-- doxytag: member="EKFfixed::cG" ref="50b31e70bb17cbdde2e28c83b9612c47" args="" -->
168int&nbsp;</td><td class="memItemRight" valign="bottom"><b>cG</b></td></tr>
169
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="086e18ad28d139b0a2c0f77badc77a9a"></a><!-- doxytag: member="EKFfixed::cH" ref="086e18ad28d139b0a2c0f77badc77a9a" args="" -->
171int&nbsp;</td><td class="memItemRight" valign="bottom"><b>cH</b></td></tr>
172
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="540046e3ab4d0bed4791f397062a626f"></a><!-- doxytag: member="EKFfixed::temp30a" ref="540046e3ab4d0bed4791f397062a626f" args="[4]" -->
174long&nbsp;</td><td class="memItemRight" valign="bottom"><b>temp30a</b> [4]</td></tr>
175
176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea92b06e2b66c6771828e689bb727b76"></a><!-- doxytag: member="EKFfixed::E" ref="ea92b06e2b66c6771828e689bb727b76" args="" -->
[255]177<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>E</b></td></tr>
[84]178
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e5552506214757d24e59e508f91c8aa"></a><!-- doxytag: member="EKFfixed::Ry" ref="6e5552506214757d24e59e508f91c8aa" args="" -->
180mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Ry</b></td></tr>
181
182<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[255]183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="EKFfixed::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->
184RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>
[84]185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
[255]187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFfixed::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
188double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
[84]189
190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
[255]191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKFfixed::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
192bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
[84]193
[171]194<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]195<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="EKFfixed::rvc" ref="9a12750776d977408aada06a70093297" args="" -->
196RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr>
[84]197
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
199</table>
200<hr><a name="_details"></a><h2>Detailed Description</h2>
[255]201Extended Kalman Filter with full matrices in fixed point arithmetic.
[84]202<p>
[171]203An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2>
[255]204<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKFfixed::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[171]205<div class="memitem">
206<div class="memproto">
207      <table class="memname">
208        <tr>
[255]209          <td class="memname">virtual double bdm::BM::logpred           </td>
[171]210          <td>(</td>
211          <td class="paramtype">const vec &amp;&nbsp;</td>
212          <td class="paramname"> <em>dt</em>          </td>
213          <td>&nbsp;)&nbsp;</td>
214          <td> const<code> [inline, virtual, inherited]</code></td>
215        </tr>
216      </table>
217</div>
218<div class="memdoc">
219
220<p>
221Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
[255]222<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>
[171]223
[261]224<p>Referenced by <a class="el" href="libBM_8h-source.html#l00475">bdm::BM::logpred_m()</a>.</p>
[180]225
[171]226</div>
227</div><p>
[255]228<a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKFfixed::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" -->
[171]229<div class="memitem">
230<div class="memproto">
231      <table class="memname">
232        <tr>
[255]233          <td class="memname">virtual BM* bdm::BM::_copy_           </td>
[171]234          <td>(</td>
235          <td class="paramtype">bool&nbsp;</td>
236          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
237          <td>&nbsp;)&nbsp;</td>
238          <td><code> [inline, virtual, inherited]</code></td>
239        </tr>
240      </table>
241</div>
242<div class="memdoc">
243
244<p>
[255]245Copy 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; }
246<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>
[171]247
248</div>
249</div><p>
250<hr>The documentation for this class was generated from the following files:<ul>
[261]251<li><a class="el" href="ekf__obj_8h-source.html">ekf_obj.h</a><li>ekf_obj.cpp</ul>
[91]252</div>
[261]253<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 12:16:59 2009 for mixpp by&nbsp;
[84]254<a href="http://www.doxygen.org/index.html">
[139]255<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[84]256</body>
257</html>
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