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[84] | 67 | </div> |
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[91] | 68 | <div class="contents"> |
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[290] | 69 | <h1>EKFfixed Class Reference</h1><!-- doxytag: class="EKFfixed" --><!-- doxytag: inherits="bdm::BM" -->Extended Kalman Filter with full matrices in fixed point arithmetic. |
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| 70 | <a href="#_details">More...</a> |
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[84] | 71 | <p> |
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[290] | 72 | <code>#include <<a class="el" href="ekf__obj_8h-source.html">ekf_obj.h</a>></code> |
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| 73 | <p> |
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[84] | 74 | |
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| 75 | <p> |
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[290] | 76 | <a href="classEKFfixed-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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[84] | 77 | <tr><td></td></tr> |
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| 78 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 79 | <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)" --> |
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| 80 | void </td><td class="memItemRight" valign="bottom"><b>init_ekf</b> (double Tv)</td></tr> |
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| 81 | |
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| 82 | <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)" --> |
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| 83 | void </td><td class="memItemRight" valign="bottom"><b>ekf</b> (double ux, double uy, double isxd, double isyd)</td></tr> |
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| 84 | |
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| 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e77b35e1a11356dbfb1fdfa3017f60d3"></a><!-- doxytag: member="EKFfixed::prediction" ref="e77b35e1a11356dbfb1fdfa3017f60d3" args="(int *ux)" --> |
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| 86 | void </td><td class="memItemRight" valign="bottom"><b>prediction</b> (int *ux)</td></tr> |
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| 87 | |
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| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83ed56b86a056d7dbdd6ce44145fa5f3"></a><!-- doxytag: member="EKFfixed::correction" ref="83ed56b86a056d7dbdd6ce44145fa5f3" args="(void)" --> |
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| 89 | void </td><td class="memItemRight" valign="bottom"><b>correction</b> (void)</td></tr> |
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| 90 | |
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| 91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dce43355681cfe8f1905db207b4dde8d"></a><!-- doxytag: member="EKFfixed::update_psi" ref="dce43355681cfe8f1905db207b4dde8d" args="(void)" --> |
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| 92 | void </td><td class="memItemRight" valign="bottom"><b>update_psi</b> (void)</td></tr> |
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| 93 | |
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[280] | 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05d1f11bd56305420b56fe83ada6e586"></a><!-- doxytag: member="EKFfixed::EKFfixed" ref="05d1f11bd56305420b56fe83ada6e586" args="()" --> |
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| 95 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#05d1f11bd56305420b56fe83ada6e586">EKFfixed</a> ()</td></tr> |
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[84] | 96 | |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddf5334bc1207658fd53698fffbac028"></a><!-- doxytag: member="EKFfixed::bayes" ref="ddf5334bc1207658fd53698fffbac028" args="(const vec &dt)" --> |
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| 99 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">bayes</a> (const vec &dt)</td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
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[280] | 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3979e5514fe4278a519ba4481e287ac"></a><!-- doxytag: member="EKFfixed::posterior" ref="f3979e5514fe4278a519ba4481e287ac" args="()" --> |
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| 103 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#f3979e5514fe4278a519ba4481e287ac">posterior</a> ()</td></tr> |
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[84] | 104 | |
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| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> |
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| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7fee79e75ad7f0c0e96c5a322cbf44e"></a><!-- doxytag: member="EKFfixed::condition" ref="c7fee79e75ad7f0c0e96c5a322cbf44e" args="(const vec &Q0)" --> |
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| 107 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#c7fee79e75ad7f0c0e96c5a322cbf44e">condition</a> (const vec &Q0)</td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
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[280] | 110 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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[287] | 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> |
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[280] | 112 | |
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| 113 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
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[255] | 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKFfixed::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
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| 115 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
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[84] | 116 | |
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| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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[255] | 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
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[171] | 119 | |
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[255] | 120 | <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 &dt) const " --> |
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| 121 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
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[180] | 122 | |
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| 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
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[280] | 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFfixed::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
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| 125 | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
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[180] | 126 | |
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[323] | 127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_53.png">. <br></td></tr> |
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[280] | 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFfixed::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
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| 129 | virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
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[84] | 130 | |
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[280] | 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
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| 132 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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| 133 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFfixed::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
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| 134 | const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
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| 135 | |
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| 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="EKFfixed::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
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| 137 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> |
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| 138 | |
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| 139 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="EKFfixed::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
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| 140 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> |
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| 141 | |
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[255] | 142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKFfixed::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
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[280] | 143 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
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[84] | 144 | |
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[255] | 145 | <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)" --> |
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[280] | 146 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
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[171] | 147 | |
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[280] | 148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="EKFfixed::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> |
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| 149 | virtual const epdf & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> |
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[171] | 150 | |
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[280] | 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="EKFfixed::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> |
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| 152 | virtual const epdf * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> |
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[84] | 153 | |
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| 154 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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| 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d04ddf049475a15e1ba93161aa5586ab"></a><!-- doxytag: member="EKFfixed::Q" ref="d04ddf049475a15e1ba93161aa5586ab" args="[16]" --> |
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| 156 | int </td><td class="memItemRight" valign="bottom"><b>Q</b> [16]</td></tr> |
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| 157 | |
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| 158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d914213d413b4d8f8d7bb728c5063d5e"></a><!-- doxytag: member="EKFfixed::R" ref="d914213d413b4d8f8d7bb728c5063d5e" args="[4]" --> |
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| 159 | int </td><td class="memItemRight" valign="bottom"><b>R</b> [4]</td></tr> |
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| 160 | |
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| 161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fd20a80b00e9782da676e48eb5b54b3"></a><!-- doxytag: member="EKFfixed::x_est" ref="7fd20a80b00e9782da676e48eb5b54b3" args="[4]" --> |
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| 162 | int </td><td class="memItemRight" valign="bottom"><b>x_est</b> [4]</td></tr> |
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| 163 | |
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| 164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9518fa723d7324f75df7822a589ee196"></a><!-- doxytag: member="EKFfixed::x_pred" ref="9518fa723d7324f75df7822a589ee196" args="[4]" --> |
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| 165 | int </td><td class="memItemRight" valign="bottom"><b>x_pred</b> [4]</td></tr> |
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| 166 | |
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| 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b731c546a474433c1ea6f36f0125774"></a><!-- doxytag: member="EKFfixed::P_pred" ref="0b731c546a474433c1ea6f36f0125774" args="[16]" --> |
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| 168 | int </td><td class="memItemRight" valign="bottom"><b>P_pred</b> [16]</td></tr> |
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| 169 | |
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| 170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b9ec9cb2d092ca3f4ad2a3b4420867ac"></a><!-- doxytag: member="EKFfixed::P_est" ref="b9ec9cb2d092ca3f4ad2a3b4420867ac" args="[16]" --> |
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| 171 | int </td><td class="memItemRight" valign="bottom"><b>P_est</b> [16]</td></tr> |
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| 172 | |
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| 173 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a8040cdb8bb5dca753485dc67db3287"></a><!-- doxytag: member="EKFfixed::Y_mes" ref="5a8040cdb8bb5dca753485dc67db3287" args="[2]" --> |
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| 174 | int </td><td class="memItemRight" valign="bottom"><b>Y_mes</b> [2]</td></tr> |
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| 175 | |
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| 176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9292e43fb8e6fedfabb3a9b3c2118e33"></a><!-- doxytag: member="EKFfixed::ukalm" ref="9292e43fb8e6fedfabb3a9b3c2118e33" args="[2]" --> |
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| 177 | int </td><td class="memItemRight" valign="bottom"><b>ukalm</b> [2]</td></tr> |
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| 178 | |
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| 179 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f754902bb769d3b58b89108c76d9a394"></a><!-- doxytag: member="EKFfixed::Kalm" ref="f754902bb769d3b58b89108c76d9a394" args="[8]" --> |
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| 180 | int </td><td class="memItemRight" valign="bottom"><b>Kalm</b> [8]</td></tr> |
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| 181 | |
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| 182 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf4b3d55c8d277673bf77f37f6590217"></a><!-- doxytag: member="EKFfixed::PSI" ref="bf4b3d55c8d277673bf77f37f6590217" args="[16]" --> |
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| 183 | int </td><td class="memItemRight" valign="bottom"><b>PSI</b> [16]</td></tr> |
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| 184 | |
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| 185 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a677b253b54696701c1ca0cb6f7a622"></a><!-- doxytag: member="EKFfixed::temp15a" ref="8a677b253b54696701c1ca0cb6f7a622" args="[16]" --> |
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| 186 | int </td><td class="memItemRight" valign="bottom"><b>temp15a</b> [16]</td></tr> |
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| 187 | |
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| 188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6d4354dad09286a7a209983732853c5b"></a><!-- doxytag: member="EKFfixed::cA" ref="6d4354dad09286a7a209983732853c5b" args="" --> |
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| 189 | int </td><td class="memItemRight" valign="bottom"><b>cA</b></td></tr> |
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| 190 | |
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| 191 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eac752adfb921c1c525f8c3b3fd15dad"></a><!-- doxytag: member="EKFfixed::cB" ref="eac752adfb921c1c525f8c3b3fd15dad" args="" --> |
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| 192 | int </td><td class="memItemRight" valign="bottom"><b>cB</b></td></tr> |
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| 193 | |
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| 194 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f35ef3dce13131ae9b4427309a1d005"></a><!-- doxytag: member="EKFfixed::cC" ref="2f35ef3dce13131ae9b4427309a1d005" args="" --> |
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| 195 | int </td><td class="memItemRight" valign="bottom"><b>cC</b></td></tr> |
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| 196 | |
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| 197 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50b31e70bb17cbdde2e28c83b9612c47"></a><!-- doxytag: member="EKFfixed::cG" ref="50b31e70bb17cbdde2e28c83b9612c47" args="" --> |
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| 198 | int </td><td class="memItemRight" valign="bottom"><b>cG</b></td></tr> |
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| 199 | |
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| 200 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="086e18ad28d139b0a2c0f77badc77a9a"></a><!-- doxytag: member="EKFfixed::cH" ref="086e18ad28d139b0a2c0f77badc77a9a" args="" --> |
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| 201 | int </td><td class="memItemRight" valign="bottom"><b>cH</b></td></tr> |
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| 202 | |
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| 203 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="540046e3ab4d0bed4791f397062a626f"></a><!-- doxytag: member="EKFfixed::temp30a" ref="540046e3ab4d0bed4791f397062a626f" args="[4]" --> |
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| 204 | long </td><td class="memItemRight" valign="bottom"><b>temp30a</b> [4]</td></tr> |
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| 205 | |
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| 206 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea92b06e2b66c6771828e689bb727b76"></a><!-- doxytag: member="EKFfixed::E" ref="ea92b06e2b66c6771828e689bb727b76" args="" --> |
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[255] | 207 | <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classfsqmat.html">fsqmat</a> > </td><td class="memItemRight" valign="bottom"><b>E</b></td></tr> |
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[84] | 208 | |
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| 209 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e5552506214757d24e59e508f91c8aa"></a><!-- doxytag: member="EKFfixed::Ry" ref="6e5552506214757d24e59e508f91c8aa" args="" --> |
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| 210 | mat </td><td class="memItemRight" valign="bottom"><b>Ry</b></td></tr> |
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| 211 | |
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| 212 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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[280] | 213 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="EKFfixed::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
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| 214 | RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
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[84] | 215 | |
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[280] | 216 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
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[255] | 217 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFfixed::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
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| 218 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
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[84] | 219 | |
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| 220 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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[255] | 221 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKFfixed::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
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| 222 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
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[84] | 223 | |
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[171] | 224 | <tr><td class="mdescLeft"> </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> |
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[290] | 225 | <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> |
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| 226 | <tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to DS when the condition is observed <br><br></td></tr> |
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| 227 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="EKFfixed::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> |
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| 228 | RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
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| 229 | |
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| 230 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br></td></tr> |
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| 231 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="EKFfixed::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
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| 232 | const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
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| 233 | |
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| 234 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 235 | <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> |
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| 236 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="EKFfixed::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> |
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| 237 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> |
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| 238 | |
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| 239 | <tr><td class="mdescLeft"> </td><td class="mdescRight">IDs of storages in loggers. <br></td></tr> |
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| 240 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="EKFfixed::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" --> |
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| 241 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr> |
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| 242 | |
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| 243 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Option for logging bounds. <br></td></tr> |
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| 244 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="224dd68a83c1472b43163763fa93c477"></a><!-- doxytag: member="EKFfixed::set_options" ref="224dd68a83c1472b43163763fa93c477" args="(const string &opt)" --> |
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| 245 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">set_options</a> (const string &opt)</td></tr> |
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| 246 | |
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| 247 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string. <br></td></tr> |
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[323] | 248 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="EKFfixed::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
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| 249 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (logger &L, const string &name="")</td></tr> |
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[290] | 250 | |
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| 251 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> |
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[323] | 252 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="EKFfixed::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |
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| 253 | virtual void </td><td class="memItemRight" valign="bottom"><b>logit</b> (logger &L)</td></tr> |
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[290] | 254 | |
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[84] | 255 | </table> |
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[290] | 256 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 257 | Extended Kalman Filter with full matrices in fixed point arithmetic. |
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| 258 | <p> |
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| 259 | An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> |
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[287] | 260 | <a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="EKFfixed::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> |
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[171] | 261 | <div class="memitem"> |
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| 262 | <div class="memproto"> |
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| 263 | <table class="memname"> |
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| 264 | <tr> |
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[280] | 265 | <td class="memname">virtual BM* bdm::BM::_copy_ </td> |
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[171] | 266 | <td>(</td> |
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[280] | 267 | <td class="paramname"> </td> |
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[171] | 268 | <td> ) </td> |
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[287] | 269 | <td> const<code> [inline, virtual, inherited]</code></td> |
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[171] | 270 | </tr> |
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| 271 | </table> |
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| 272 | </div> |
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| 273 | <div class="memdoc"> |
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| 274 | |
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| 275 | <p> |
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[287] | 276 | Copy 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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);} |
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[280] | 277 | </pre></div> |
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[290] | 278 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF< sq_T ></a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> |
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[171] | 279 | |
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| 280 | </div> |
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| 281 | </div><p> |
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[280] | 282 | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKFfixed::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
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[171] | 283 | <div class="memitem"> |
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| 284 | <div class="memproto"> |
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| 285 | <table class="memname"> |
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| 286 | <tr> |
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[280] | 287 | <td class="memname">virtual double bdm::BM::logpred </td> |
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[171] | 288 | <td>(</td> |
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[280] | 289 | <td class="paramtype">const vec & </td> |
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| 290 | <td class="paramname"> <em>dt</em> </td> |
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[171] | 291 | <td> ) </td> |
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[280] | 292 | <td> const<code> [inline, virtual, inherited]</code></td> |
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[171] | 293 | </tr> |
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| 294 | </table> |
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| 295 | </div> |
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| 296 | <div class="memdoc"> |
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| 297 | |
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| 298 | <p> |
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[280] | 299 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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| 300 | <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> |
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[171] | 301 | |
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[302] | 302 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00662">bdm::BM::logpred_m()</a>.</p> |
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[280] | 303 | |
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[171] | 304 | </div> |
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| 305 | </div><p> |
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| 306 | <hr>The documentation for this class was generated from the following files:<ul> |
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[261] | 307 | <li><a class="el" href="ekf__obj_8h-source.html">ekf_obj.h</a><li>ekf_obj.cpp</ul> |
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[91] | 308 | </div> |
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[323] | 309 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:44 2009 for mixpp by |
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[84] | 310 | <a href="http://www.doxygen.org/index.html"> |
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[290] | 311 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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[84] | 312 | </body> |
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| 313 | </html> |
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