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| 3 | <title>mixpp: EKFfull Class Reference</title> |
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| 20 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| 21 | </ul> |
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| 22 | </div> |
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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. |
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| 24 | <a href="#_details">More...</a> |
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| 25 | <p> |
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| 26 | <code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code> |
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| 27 | <p> |
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| 28 | <div class="dynheader"> |
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| 29 | Inheritance diagram for EKFfull:</div> |
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| 30 | <div class="dynsection"> |
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| 31 | <p><center><img src="classEKFfull__inherit__graph.png" border="0" usemap="#EKFfull__inherit__map" alt="Inheritance graph"></center> |
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| 32 | <map name="EKFfull__inherit__map"> |
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| 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> |
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| 34 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 35 | <div class="dynheader"> |
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| 36 | Collaboration diagram for EKFfull:</div> |
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| 37 | <div class="dynsection"> |
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| 38 | <p><center><img src="classEKFfull__coll__graph.png" border="0" usemap="#EKFfull__coll__map" alt="Collaboration graph"></center> |
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| 39 | <map name="EKFfull__coll__map"> |
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| 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\< fsqmat \>" 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-root form..." alt="" coords="192,225,253,252"><area shape="rect" title="\< fsqmat \>" alt="" coords="368,348,376,356"><area shape="rect" title="\< fsqmat \>" 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> |
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| 41 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 42 | |
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| 43 | <p> |
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| 44 | <a href="classEKFfull-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 45 | <tr><td></td></tr> |
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| 46 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 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)" --> |
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| 48 | </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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| 49 | |
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| 50 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 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)" --> |
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| 52 | 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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| 53 | |
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| 54 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> |
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| 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 &dt)" --> |
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| 56 | 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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| 57 | |
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| 58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
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| 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)" --> |
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| 60 | 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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| 61 | |
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| 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set estimates <br></td></tr> |
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| 63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4080d68f79dade36ccf547d57e64bdc2"></a><!-- doxytag: member="EKFfull::_epdf" ref="4080d68f79dade36ccf547d57e64bdc2" args="()" --> |
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| 64 | <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#4080d68f79dade36ccf547d57e64bdc2">_epdf</a> ()</td></tr> |
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| 65 | |
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| 66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> |
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| 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)" --> |
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| 68 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> |
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| 69 | |
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| 70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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| 71 | <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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| 72 | 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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| 73 | |
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| 74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 75 | <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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| 76 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr> |
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| 77 | |
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| 78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 79 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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| 80 | <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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| 81 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr> |
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| 82 | |
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| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> |
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| 84 | <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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| 85 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr> |
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| 86 | |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr> |
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| 88 | <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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| 89 | bool </td><td class="memItemRight" valign="bottom"><b>evalll</b></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="3aa4bf6128980d0627413dcf9cd07308"></a><!-- doxytag: member="EKFfull::ll" ref="3aa4bf6128980d0627413dcf9cd07308" args="" --> |
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| 92 | double </td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> |
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| 93 | |
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| 94 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 95 | <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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| 96 | int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> |
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| 97 | |
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| 98 | <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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| 99 | int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> |
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| 100 | |
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| 101 | <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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| 102 | int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> |
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| 103 | |
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| 104 | <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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| 105 | mat </td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> |
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| 106 | |
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| 107 | <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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| 108 | mat </td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> |
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| 109 | |
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| 110 | <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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| 111 | mat </td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> |
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| 112 | |
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| 113 | <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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| 114 | mat </td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> |
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| 115 | |
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| 116 | <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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| 117 | mat </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> |
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| 118 | |
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| 119 | <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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| 120 | mat </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> |
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| 121 | |
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| 122 | <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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| 123 | mat </td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> |
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| 124 | |
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| 125 | <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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| 126 | mat </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> |
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| 127 | |
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| 128 | <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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| 129 | mat </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> |
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| 130 | |
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| 131 | <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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| 132 | mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> |
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| 133 | |
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| 134 | <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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| 135 | <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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| 136 | |
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| 137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> |
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| 138 | <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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| 139 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> |
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| 140 | |
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| 141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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| 142 | <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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| 143 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> |
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| 144 | |
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| 145 | <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 time. <br></td></tr> |
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| 146 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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| 147 | <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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| 148 | 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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| 149 | |
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| 150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print elements of KF <br></td></tr> |
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| 151 | </table> |
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| 152 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 153 | 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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| 154 | <p> |
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| 155 | An 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> |
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| 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> |
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| 157 | <hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:19 2008 for mixpp by |
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| 158 | <a href="http://www.doxygen.org/index.html"> |
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| 159 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> |
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| 160 | </body> |
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| 161 | </html> |
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