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3<title>mixpp: EKFfull Class Reference</title>
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18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
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20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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23<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. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libKF_8h-source.html">libKF.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for EKFfull:</div>
30<div class="dynsection">
31<p><center><img src="classEKFfull__inherit__graph.png" border="0" usemap="#EKFfull__inherit__map" alt="Inheritance graph"></center>
32<map name="EKFfull__inherit__map">
33<area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,7,96,33"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="120,7,163,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for EKFfull:</div>
37<div class="dynsection">
38<p><center><img src="classEKFfull__coll__graph.png" border="0" usemap="#EKFfull__coll__map" alt="Collaboration graph"></center>
39<map name="EKFfull__coll__map">
40<area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,423,96,449"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="437,172,480,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="291,7,328,33"><area shape="rect" title="rv" alt="" coords="319,31,327,39"><area shape="rect" title="rv" alt="" coords="443,168,451,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="120,119,187,145"><area shape="rect" title="rvu\nrvx" alt="" coords="287,29,295,37"><area shape="rect" title="rvu\nrvx" alt="" coords="168,115,176,123"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="284,119,335,145"><area shape="rect" title="rv" alt="" coords="305,31,313,39"><area shape="rect" title="rv" alt="" coords="305,115,313,123"><area shape="rect" title="pfxu\nphxu" alt="" coords="145,143,153,151"><area shape="rect" title="pfxu\nphxu" alt="" coords="168,515,176,523"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="133,7,173,33"><area shape="rect" href="classenorm.html" title="enorm\&lt; fsqmat \&gt;" alt="" coords="199,423,337,449"><area shape="rect" title="E" alt="" coords="251,447,259,455"><area shape="rect" title="E" alt="" coords="192,515,200,523"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="287,225,332,252"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="331,324,451,351"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="189,324,256,351"><area shape="rect" title="R" alt="" coords="225,348,233,356"><area shape="rect" title="R" alt="" coords="257,419,265,427"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="192,225,253,252"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="368,348,376,356"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="281,419,289,427"><area shape="rect" title="R" alt="" coords="387,249,395,257"><area shape="rect" title="R" alt="" coords="387,320,395,328"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classEKFfull-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
45<tr><td></td></tr>
46<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47<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)" -->
48&nbsp;</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>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
51<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)" -->
52void&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>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ca46f177e395fa714bbd8bd29ea43e0"></a><!-- doxytag: member="EKFfull::bayes" ref="8ca46f177e395fa714bbd8bd29ea43e0" args="(const vec &amp;dt)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">bayes</a> (const vec &amp;dt)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
59<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)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">set_est</a> (vec mu0, mat P0)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4080d68f79dade36ccf547d57e64bdc2"></a><!-- doxytag: member="EKFfull::_epdf" ref="4080d68f79dade36ccf547d57e64bdc2" args="()" -->
64<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>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKFfull::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
68void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFfull::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
72const <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>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKFfull::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
76double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
79<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="EKFfull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" -->
81vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b75dc059e84fa8ffc076203b30f926cc"></a><!-- doxytag: member="EKFfull::P" ref="b75dc059e84fa8ffc076203b30f926cc" args="" -->
85mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c17d69e125acd2673e6688fd86dd3f84"></a><!-- doxytag: member="EKFfull::evalll" ref="c17d69e125acd2673e6688fd86dd3f84" args="" -->
89bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
90
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aa4bf6128980d0627413dcf9cd07308"></a><!-- doxytag: member="EKFfull::ll" ref="3aa4bf6128980d0627413dcf9cd07308" args="" -->
92double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
93
94<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5353e66238ed717dba79e0499118226"></a><!-- doxytag: member="EKFfull::dimx" ref="c5353e66238ed717dba79e0499118226" args="" -->
96int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
97
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="761fadcc12dd4cb83bb8b5e27db01947"></a><!-- doxytag: member="EKFfull::dimy" ref="761fadcc12dd4cb83bb8b5e27db01947" args="" -->
99int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
100
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="609a4a0fcde78fd7aac2f01b34e952c9"></a><!-- doxytag: member="EKFfull::dimu" ref="609a4a0fcde78fd7aac2f01b34e952c9" args="" -->
102int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
103
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="554de4c953761380cd5a14a02542e007"></a><!-- doxytag: member="EKFfull::A" ref="554de4c953761380cd5a14a02542e007" args="" -->
105mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
106
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac7ade2a603a1b05419e36c5aae21755"></a><!-- doxytag: member="EKFfull::B" ref="ac7ade2a603a1b05419e36c5aae21755" args="" -->
108mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
109
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a9a8326ae17b519109fcdad59ea74a3"></a><!-- doxytag: member="EKFfull::C" ref="5a9a8326ae17b519109fcdad59ea74a3" args="" -->
111mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
112
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f992a2d6b66d2e8bd9174b28cc0f074"></a><!-- doxytag: member="EKFfull::D" ref="8f992a2d6b66d2e8bd9174b28cc0f074" args="" -->
114mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
115
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbd2dab10da47237a5f0d9e55fd61f24"></a><!-- doxytag: member="EKFfull::R" ref="bbd2dab10da47237a5f0d9e55fd61f24" args="" -->
117mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
118
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8777c1fe67763395d3ddeb326239851"></a><!-- doxytag: member="EKFfull::Q" ref="a8777c1fe67763395d3ddeb326239851" args="" -->
120mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
121
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="905823cf4157a11b8b824e45809dac55"></a><!-- doxytag: member="EKFfull::_Pp" ref="905823cf4157a11b8b824e45809dac55" args="" -->
123mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
124
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1b946b3a43f7d86cf4b6dc0dd6e3210"></a><!-- doxytag: member="EKFfull::_Ry" ref="b1b946b3a43f7d86cf4b6dc0dd6e3210" args="" -->
126mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
127
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7d915386a9d60b1bc309ae9166764f6"></a><!-- doxytag: member="EKFfull::_iRy" ref="c7d915386a9d60b1bc309ae9166764f6" args="" -->
129mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c8354ea4801529f3071189ddd10d760"></a><!-- doxytag: member="EKFfull::_K" ref="4c8354ea4801529f3071189ddd10d760" args="" -->
132mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
133
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKFfull::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
135<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>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKFfull::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
139double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKFfull::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
143bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
144
145<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>
146<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKFfull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
148std::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>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
151</table>
152<hr><a name="_details"></a><h2>Detailed Description</h2>
153Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.
154<p>
155An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following files:<ul>
156<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul>
157<hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:19 2008 for mixpp by&nbsp;
158<a href="http://www.doxygen.org/index.html">
159<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
160</body>
161</html>
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