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3<title>mixpp: EKFful_unQR Class Reference</title>
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26<h1>EKFful_unQR Class Reference</h1><!-- doxytag: class="EKFful_unQR" --><!-- doxytag: inherits="EKFfull,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> and <code>R</code>. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for EKFful_unQR:</div>
33<div class="dynsection">
34<p><center><img src="classEKFful__unQR__inherit__graph.png" border="0" usemap="#EKFful__unQR__inherit__map" alt="Inheritance graph"></center>
35<map name="EKFful__unQR__inherit__map">
36<area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="63,84,124,111"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,7,93,33"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="117,7,157,33"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="148,84,220,111"></map>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for EKFful_unQR:</div>
40<div class="dynsection">
41<p><center><img src="classEKFful__unQR__coll__graph.png" border="0" usemap="#EKFful__unQR__coll__map" alt="Collaboration graph"></center>
42<map name="EKFful__unQR__coll__map">
43<area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="199,529,260,556"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="48,433,136,460"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="148,172,188,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="271,7,308,33"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="299,119,363,145"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="224,119,272,145"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="380,279,452,305"><area shape="rect" href="classfnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="424,7,464,33"><area shape="rect" href="classenorm.html" title="enorm\&lt; fsqmat \&gt;" alt="" coords="160,433,299,460"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="193,225,236,252"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="184,335,307,361"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="43,335,109,361"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="45,225,107,252"></map>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classEKFful__unQR-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
48<tr><td></td></tr>
49<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="873e3a72264f6e777c4443220db15d79"></a><!-- doxytag: member="EKFful_unQR::EKFful_unQR" ref="873e3a72264f6e777c4443220db15d79" args="(RV rx, RV ry, RV ru, RV rQR)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFful__unQR.html#873e3a72264f6e777c4443220db15d79">EKFful_unQR</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> rQR)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b586e534c8a8d219561b0c020329d412"></a><!-- doxytag: member="EKFful_unQR::condition" ref="b586e534c8a8d219561b0c020329d412" args="(const vec &amp;QR0)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFful__unQR.html#b586e534c8a8d219561b0c020329d412">condition</a> (const vec &amp;QR0)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc753106e0d4cf68e4f2160fd54458c0"></a><!-- doxytag: member="EKFful_unQR::set_parameters" ref="fc753106e0d4cf68e4f2160fd54458c0" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#fc753106e0d4cf68e4f2160fd54458c0">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ca46f177e395fa714bbd8bd29ea43e0"></a><!-- doxytag: member="EKFful_unQR::bayes" ref="8ca46f177e395fa714bbd8bd29ea43e0" args="(const vec &amp;dt)" -->
63void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">bayes</a> (const vec &amp;dt)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKFful_unQR::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
67void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bb76ea74c144ea0b36db99f94750b7b"></a><!-- doxytag: member="EKFful_unQR::set_est" ref="7bb76ea74c144ea0b36db99f94750b7b" args="(vec mu0, mat P0)" -->
71void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">set_est</a> (vec mu0, mat P0)</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4080d68f79dade36ccf547d57e64bdc2"></a><!-- doxytag: member="EKFful_unQR::_epdf" ref="4080d68f79dade36ccf547d57e64bdc2" args="()" -->
75<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#4080d68f79dade36ccf547d57e64bdc2">_epdf</a> ()</td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFful_unQR::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
79const <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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKFful_unQR::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
83double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKFful_unQR::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " -->
87const <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>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
90<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="EKFful_unQR::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" -->
92vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b75dc059e84fa8ffc076203b30f926cc"></a><!-- doxytag: member="EKFful_unQR::P" ref="b75dc059e84fa8ffc076203b30f926cc" args="" -->
96mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c17d69e125acd2673e6688fd86dd3f84"></a><!-- doxytag: member="EKFful_unQR::evalll" ref="c17d69e125acd2673e6688fd86dd3f84" args="" -->
100bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
101
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aa4bf6128980d0627413dcf9cd07308"></a><!-- doxytag: member="EKFful_unQR::ll" ref="3aa4bf6128980d0627413dcf9cd07308" args="" -->
103double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
104
105<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5353e66238ed717dba79e0499118226"></a><!-- doxytag: member="EKFful_unQR::dimx" ref="c5353e66238ed717dba79e0499118226" args="" -->
107int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
108
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="761fadcc12dd4cb83bb8b5e27db01947"></a><!-- doxytag: member="EKFful_unQR::dimy" ref="761fadcc12dd4cb83bb8b5e27db01947" args="" -->
110int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
111
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="609a4a0fcde78fd7aac2f01b34e952c9"></a><!-- doxytag: member="EKFful_unQR::dimu" ref="609a4a0fcde78fd7aac2f01b34e952c9" args="" -->
113int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
114
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="554de4c953761380cd5a14a02542e007"></a><!-- doxytag: member="EKFful_unQR::A" ref="554de4c953761380cd5a14a02542e007" args="" -->
116mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
117
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac7ade2a603a1b05419e36c5aae21755"></a><!-- doxytag: member="EKFful_unQR::B" ref="ac7ade2a603a1b05419e36c5aae21755" args="" -->
119mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
120
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a9a8326ae17b519109fcdad59ea74a3"></a><!-- doxytag: member="EKFful_unQR::C" ref="5a9a8326ae17b519109fcdad59ea74a3" args="" -->
122mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
123
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f992a2d6b66d2e8bd9174b28cc0f074"></a><!-- doxytag: member="EKFful_unQR::D" ref="8f992a2d6b66d2e8bd9174b28cc0f074" args="" -->
125mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
126
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbd2dab10da47237a5f0d9e55fd61f24"></a><!-- doxytag: member="EKFful_unQR::R" ref="bbd2dab10da47237a5f0d9e55fd61f24" args="" -->
128mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
129
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8777c1fe67763395d3ddeb326239851"></a><!-- doxytag: member="EKFful_unQR::Q" ref="a8777c1fe67763395d3ddeb326239851" args="" -->
131mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="905823cf4157a11b8b824e45809dac55"></a><!-- doxytag: member="EKFful_unQR::_Pp" ref="905823cf4157a11b8b824e45809dac55" args="" -->
134mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
135
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1b946b3a43f7d86cf4b6dc0dd6e3210"></a><!-- doxytag: member="EKFful_unQR::_Ry" ref="b1b946b3a43f7d86cf4b6dc0dd6e3210" args="" -->
137mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
138
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7d915386a9d60b1bc309ae9166764f6"></a><!-- doxytag: member="EKFful_unQR::_iRy" ref="c7d915386a9d60b1bc309ae9166764f6" args="" -->
140mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
141
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c8354ea4801529f3071189ddd10d760"></a><!-- doxytag: member="EKFful_unQR::_K" ref="4c8354ea4801529f3071189ddd10d760" args="" -->
143mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKFful_unQR::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
146bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
147
148<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 time. <br></td></tr>
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKFful_unQR::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
150double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKFful_unQR::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
154<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>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ba793c8ec453f04d372d17195ed8dec"></a><!-- doxytag: member="EKFful_unQR::rvc" ref="9ba793c8ec453f04d372d17195ed8dec" args="" -->
158<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>
159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
161<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
163std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
166</table>
167<hr><a name="_details"></a><h2>Detailed Description</h2>
168Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr>The documentation for this class was generated from the following file:<ul>
169<li>work/git/mixpp/bdm/estim/<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul>
170</div>
171<hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:09 2008 for mixpp by&nbsp;
172<a href="http://www.doxygen.org/index.html">
173<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
174</body>
175</html>
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