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|  | 11 | <li><a href="index.html"><span>Main Page</span></a></li> | 
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|  | 19 | <li><a href="annotated.html"><span>Class List</span></a></li> | 
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|  | 20 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> | 
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|  | 21 | <li><a href="functions.html"><span>Class Members</span></a></li> | 
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|  | 22 | </ul> | 
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|  | 23 | </div> | 
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| [84] | 24 | </div> | 
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| [91] | 25 | <div class="contents"> | 
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| [84] | 26 | <h1>EKFfull Class Reference</h1><!-- doxytag: class="EKFfull" --><!-- doxytag: inherits="KalmanFull,BM" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. | 
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|  | 27 | <a href="#_details">More...</a> | 
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|  | 28 | <p> | 
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|  | 29 | <code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code> | 
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|  | 30 | <p> | 
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|  | 31 | <div class="dynheader"> | 
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|  | 32 | Inheritance diagram for EKFfull:</div> | 
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|  | 33 | <div class="dynsection"> | 
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|  | 34 | <p><center><img src="classEKFfull__inherit__graph.png" border="0" usemap="#EKFfull__inherit__map" alt="Inheritance graph"></center> | 
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|  | 35 | <map name="EKFfull__inherit__map"> | 
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| [139] | 36 | <area shape="rect" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="120,161,219,188"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="21,7,109,33"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="133,7,173,33"></map> | 
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| [84] | 37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> | 
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|  | 38 | <div class="dynheader"> | 
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|  | 39 | Collaboration diagram for EKFfull:</div> | 
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|  | 40 | <div class="dynsection"> | 
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|  | 41 | <p><center><img src="classEKFfull__coll__graph.png" border="0" usemap="#EKFfull__coll__map" alt="Collaboration graph"></center> | 
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|  | 42 | <map name="EKFfull__coll__map"> | 
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| [91] | 43 | <area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,390,91,414"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="415,161,455,185"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="273,6,311,30"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="117,110,176,134"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="269,110,315,134"><area shape="rect" href="classfnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="127,6,167,30"><area shape="rect" href="classenorm.html" title="enorm\< fsqmat \>" alt="" coords="195,390,315,414"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="269,212,315,236"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="316,301,425,325"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="180,301,241,325"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="183,212,239,236"></map> | 
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| [84] | 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> | 
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|  | 45 |  | 
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|  | 46 | <p> | 
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|  | 47 | <a href="classEKFfull-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> | 
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|  | 48 | <tr><td></td></tr> | 
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|  | 49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> | 
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|  | 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67ac4de96fd025197da767fe0472c7f7"></a><!-- doxytag: member="EKFfull::EKFfull" ref="67ac4de96fd025197da767fe0472c7f7" args="(RV rvx, RV rvy, RV rvu)" --> | 
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|  | 51 |  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#67ac4de96fd025197da767fe0472c7f7">EKFfull</a> (<a class="el" href="classRV.html">RV</a> rvx, <a class="el" href="classRV.html">RV</a> rvy, <a class="el" href="classRV.html">RV</a> rvu)</td></tr> | 
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|  | 52 |  | 
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|  | 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> | 
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|  | 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc753106e0d4cf68e4f2160fd54458c0"></a><!-- doxytag: member="EKFfull::set_parameters" ref="fc753106e0d4cf68e4f2160fd54458c0" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" --> | 
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|  | 55 | void </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> | 
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|  | 56 |  | 
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|  | 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> | 
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|  | 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ca46f177e395fa714bbd8bd29ea43e0"></a><!-- doxytag: member="EKFfull::bayes" ref="8ca46f177e395fa714bbd8bd29ea43e0" args="(const vec &dt)" --> | 
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|  | 59 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">bayes</a> (const vec &dt)</td></tr> | 
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|  | 60 |  | 
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|  | 61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> | 
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|  | 62 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bb76ea74c144ea0b36db99f94750b7b"></a><!-- doxytag: member="EKFfull::set_est" ref="7bb76ea74c144ea0b36db99f94750b7b" args="(vec mu0, mat P0)" --> | 
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|  | 63 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">set_est</a> (vec mu0, mat P0)</td></tr> | 
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|  | 64 |  | 
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|  | 65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set estimates <br></td></tr> | 
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| [171] | 66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="170a748ad944bdebb0b3073463876abe"></a><!-- doxytag: member="EKFfull::_epdf" ref="170a748ad944bdebb0b3073463876abe" args="() const " --> | 
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|  | 67 | const <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#170a748ad944bdebb0b3073463876abe">_epdf</a> () const </td></tr> | 
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| [84] | 68 |  | 
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|  | 69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> | 
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| [210] | 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="820987401e922a03c7d36013e42d8c48"></a><!-- doxytag: member="EKFfull::_e" ref="820987401e922a03c7d36013e42d8c48" args="() const " --> | 
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|  | 71 | const <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classfsqmat.html">fsqmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#820987401e922a03c7d36013e42d8c48">_e</a> () const </td></tr> | 
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|  | 72 |  | 
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|  | 73 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.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> | 
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| [171] | 74 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKFfull::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &Dt)" --> | 
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|  | 75 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &Dt)</td></tr> | 
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| [84] | 76 |  | 
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|  | 77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> | 
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| [171] | 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &dt) const </td></tr> | 
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|  | 79 |  | 
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| [180] | 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="EKFfull::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &dt) const " --> | 
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|  | 81 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &dt) const </td></tr> | 
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|  | 82 |  | 
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|  | 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> | 
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| [210] | 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5594d68ee9aa6fc8c1e79019da5c9d56"></a><!-- doxytag: member="EKFfull::predictor" ref="5594d68ee9aa6fc8c1e79019da5c9d56" args="(const RV &rv) const " --> | 
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|  | 85 | virtual <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5594d68ee9aa6fc8c1e79019da5c9d56">predictor</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>) const </td></tr> | 
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| [180] | 86 |  | 
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|  | 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> | 
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| [84] | 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFfull::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> | 
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|  | 89 | const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> | 
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|  | 90 |  | 
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|  | 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> | 
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|  | 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKFfull::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " --> | 
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|  | 93 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr> | 
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|  | 94 |  | 
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|  | 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> | 
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| [171] | 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKFfull::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" --> | 
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|  | 97 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr> | 
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|  | 98 |  | 
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|  | 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> | 
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|  | 100 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr> | 
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|  | 101 |  | 
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| [84] | 102 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> | 
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|  | 103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="EKFfull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" --> | 
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|  | 104 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr> | 
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|  | 105 |  | 
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|  | 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> | 
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|  | 107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b75dc059e84fa8ffc076203b30f926cc"></a><!-- doxytag: member="EKFfull::P" ref="b75dc059e84fa8ffc076203b30f926cc" args="" --> | 
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|  | 108 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr> | 
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|  | 109 |  | 
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|  | 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr> | 
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|  | 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c17d69e125acd2673e6688fd86dd3f84"></a><!-- doxytag: member="EKFfull::evalll" ref="c17d69e125acd2673e6688fd86dd3f84" args="" --> | 
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|  | 112 | bool </td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr> | 
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|  | 113 |  | 
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|  | 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aa4bf6128980d0627413dcf9cd07308"></a><!-- doxytag: member="EKFfull::ll" ref="3aa4bf6128980d0627413dcf9cd07308" args="" --> | 
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|  | 115 | double </td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> | 
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|  | 116 |  | 
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|  | 117 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> | 
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|  | 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5353e66238ed717dba79e0499118226"></a><!-- doxytag: member="EKFfull::dimx" ref="c5353e66238ed717dba79e0499118226" args="" --> | 
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|  | 119 | int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> | 
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|  | 120 |  | 
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|  | 121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="761fadcc12dd4cb83bb8b5e27db01947"></a><!-- doxytag: member="EKFfull::dimy" ref="761fadcc12dd4cb83bb8b5e27db01947" args="" --> | 
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|  | 122 | int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> | 
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|  | 123 |  | 
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|  | 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="609a4a0fcde78fd7aac2f01b34e952c9"></a><!-- doxytag: member="EKFfull::dimu" ref="609a4a0fcde78fd7aac2f01b34e952c9" args="" --> | 
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|  | 125 | int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> | 
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|  | 126 |  | 
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|  | 127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="554de4c953761380cd5a14a02542e007"></a><!-- doxytag: member="EKFfull::A" ref="554de4c953761380cd5a14a02542e007" args="" --> | 
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|  | 128 | mat </td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> | 
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|  | 129 |  | 
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|  | 130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac7ade2a603a1b05419e36c5aae21755"></a><!-- doxytag: member="EKFfull::B" ref="ac7ade2a603a1b05419e36c5aae21755" args="" --> | 
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|  | 131 | mat </td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> | 
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|  | 132 |  | 
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|  | 133 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a9a8326ae17b519109fcdad59ea74a3"></a><!-- doxytag: member="EKFfull::C" ref="5a9a8326ae17b519109fcdad59ea74a3" args="" --> | 
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|  | 134 | mat </td><td class="memItemRight" valign="bottom"><b>C</b></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="8f992a2d6b66d2e8bd9174b28cc0f074"></a><!-- doxytag: member="EKFfull::D" ref="8f992a2d6b66d2e8bd9174b28cc0f074" args="" --> | 
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|  | 137 | mat </td><td class="memItemRight" valign="bottom"><b>D</b></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="bbd2dab10da47237a5f0d9e55fd61f24"></a><!-- doxytag: member="EKFfull::R" ref="bbd2dab10da47237a5f0d9e55fd61f24" args="" --> | 
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|  | 140 | mat </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> | 
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|  | 141 |  | 
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|  | 142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8777c1fe67763395d3ddeb326239851"></a><!-- doxytag: member="EKFfull::Q" ref="a8777c1fe67763395d3ddeb326239851" args="" --> | 
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|  | 143 | mat </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> | 
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|  | 144 |  | 
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|  | 145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="905823cf4157a11b8b824e45809dac55"></a><!-- doxytag: member="EKFfull::_Pp" ref="905823cf4157a11b8b824e45809dac55" args="" --> | 
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|  | 146 | mat </td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> | 
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|  | 147 |  | 
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|  | 148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1b946b3a43f7d86cf4b6dc0dd6e3210"></a><!-- doxytag: member="EKFfull::_Ry" ref="b1b946b3a43f7d86cf4b6dc0dd6e3210" args="" --> | 
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|  | 149 | mat </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> | 
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|  | 150 |  | 
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|  | 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7d915386a9d60b1bc309ae9166764f6"></a><!-- doxytag: member="EKFfull::_iRy" ref="c7d915386a9d60b1bc309ae9166764f6" args="" --> | 
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|  | 152 | mat </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> | 
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|  | 153 |  | 
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|  | 154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c8354ea4801529f3071189ddd10d760"></a><!-- doxytag: member="EKFfull::_K" ref="4c8354ea4801529f3071189ddd10d760" args="" --> | 
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|  | 155 | mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> | 
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|  | 156 |  | 
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|  | 157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKFfull::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> | 
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|  | 158 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr> | 
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|  | 159 |  | 
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|  | 160 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> | 
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|  | 161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKFfull::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> | 
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|  | 162 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> | 
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|  | 163 |  | 
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|  | 164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> | 
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|  | 165 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKFfull::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> | 
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|  | 166 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> | 
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|  | 167 |  | 
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| [171] | 168 | <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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| [84] | 169 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> | 
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|  | 170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKFfull::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" --> | 
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|  | 171 | std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator<<</a> (std::ostream &os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &kf)</td></tr> | 
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|  | 172 |  | 
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|  | 173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print elements of KF <br></td></tr> | 
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|  | 174 | </table> | 
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|  | 175 | <hr><a name="_details"></a><h2>Detailed Description</h2> | 
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|  | 176 | Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. | 
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|  | 177 | <p> | 
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| [171] | 178 | 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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|  | 179 | <a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKFfull::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &dt) const " --> | 
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|  | 180 | <div class="memitem"> | 
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|  | 181 | <div class="memproto"> | 
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|  | 182 | <table class="memname"> | 
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|  | 183 | <tr> | 
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|  | 184 | <td class="memname">virtual double BM::logpred           </td> | 
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|  | 185 | <td>(</td> | 
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|  | 186 | <td class="paramtype">const vec & </td> | 
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|  | 187 | <td class="paramname"> <em>dt</em>          </td> | 
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|  | 188 | <td> ) </td> | 
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|  | 189 | <td> const<code> [inline, virtual, inherited]</code></td> | 
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|  | 190 | </tr> | 
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|  | 191 | </table> | 
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|  | 192 | </div> | 
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|  | 193 | <div class="memdoc"> | 
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|  | 194 |  | 
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|  | 195 | <p> | 
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|  | 196 | 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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|  | 197 | <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> | 
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|  | 198 |  | 
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| [210] | 199 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00428">BM::logpred_m()</a>.</p> | 
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| [180] | 200 |  | 
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| [171] | 201 | </div> | 
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|  | 202 | </div><p> | 
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|  | 203 | <a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKFfull::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" --> | 
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|  | 204 | <div class="memitem"> | 
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|  | 205 | <div class="memproto"> | 
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|  | 206 | <table class="memname"> | 
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|  | 207 | <tr> | 
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|  | 208 | <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td> | 
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|  | 209 | <td>(</td> | 
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|  | 210 | <td class="paramtype">bool </td> | 
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|  | 211 | <td class="paramname"> <em>changerv</em> = <code>false</code>          </td> | 
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|  | 212 | <td> ) </td> | 
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|  | 213 | <td><code> [inline, virtual, inherited]</code></td> | 
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|  | 214 | </tr> | 
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|  | 215 | </table> | 
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|  | 216 | </div> | 
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|  | 217 | <div class="memdoc"> | 
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|  | 218 |  | 
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|  | 219 | <p> | 
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|  | 220 | Copy 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; } | 
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| [210] | 221 | <p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>, and <a class="el" href="classBMEF.html#97f5312efe4a5bedb86d2daec59d8651">BMEF</a>.</p> | 
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| [171] | 222 |  | 
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|  | 223 | </div> | 
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|  | 224 | </div><p> | 
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|  | 225 | <hr>The documentation for this class was generated from the following files:<ul> | 
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| [145] | 226 | <li>work/git/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/git/mixpp/bdm/estim/libKF.cpp</ul> | 
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| [91] | 227 | </div> | 
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| [210] | 228 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 19:18:52 2008 for mixpp by  | 
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| [84] | 229 | <a href="http://www.doxygen.org/index.html"> | 
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| [139] | 230 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> | 
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| [84] | 231 | </body> | 
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|  | 232 | </html> | 
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