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[8]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: Kalman&lt; sq_T &gt; Class Template Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
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7<!-- Generated by Doxygen 1.5.3 -->
8<div class="tabs">
9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
12    <li><a href="files.html"><span>Files</span></a></li>
13  </ul>
14</div>
15<div class="tabs">
16  <ul>
17    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
18    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
19    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
20  </ul>
21</div>
[22]22<h1>Kalman&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="Kalman" --><!-- doxytag: inherits="BM" --><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. 
[8]23<a href="#_details">More...</a>
24<p>
25<code>#include &lt;<a class="el" href="libKF_8h-source.html">libKF.h</a>&gt;</code>
26<p>
27<div class="dynheader">
28Inheritance diagram for Kalman&lt; sq_T &gt;:</div>
29<div class="dynsection">
[19]30<p><center><img src="classKalman__inherit__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
31<map name="Kalman_3_01sq__T_01_4__inherit__map">
[22]32<area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="5,183,152,209"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="75,111,83,119"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="75,179,83,187"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="57,7,100,33"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="27,263,131,289"></map>
[19]33<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
34<div class="dynheader">
35Collaboration diagram for Kalman&lt; sq_T &gt;:</div>
36<div class="dynsection">
37<p><center><img src="classKalman__coll__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
38<map name="Kalman_3_01sq__T_01_4__coll__map">
39<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="13,7,56,33"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="97,31,105,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="68,168,76,176"></map>
40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
[8]41
42<p>
43<a href="classKalman-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
44<tr><td></td></tr>
45<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[22]46<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96958a5ebfa966d892137987f265083a"></a><!-- doxytag: member="Kalman::Kalman" ref="96958a5ebfa966d892137987f265083a" args="(int dimx, int dimu, int dimy)" -->
47&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a> (int dimx, int dimu, int dimy)</td></tr>
48
49<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
[8]50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83118f4bd2ecbc70b03cfd573088ed6f"></a><!-- doxytag: member="Kalman::Kalman" ref="83118f4bd2ecbc70b03cfd573088ed6f" args="(mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a> (mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e945d9205ca14acbd83ba80ea6f72b8e"></a><!-- doxytag: member="Kalman::bayes" ref="e945d9205ca14acbd83ba80ea6f72b8e" args="(const vec &amp;dt, bool evalll=true)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &amp;dt, bool evalll=true)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
58<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="Kalman::mu" ref="3063a3f58a74cea672ae889971012eed" args="" -->
60vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="188cd5ac1c9e496b1a371eb7c57c97d3"></a><!-- doxytag: member="Kalman::P" ref="188cd5ac1c9e496b1a371eb7c57c97d3" args="" -->
64sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
[22]67<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="Kalman::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" -->
69int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
70
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="Kalman::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" -->
72int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
73
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="Kalman::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" -->
75int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
76
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="Kalman::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" -->
78mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
79
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="Kalman::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" -->
81mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
82
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="Kalman::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" -->
84mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
85
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="Kalman::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" -->
87mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
88
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="Kalman::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" -->
90sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
91
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="Kalman::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
93sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
94
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="Kalman::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->
96mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
97
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30b7461989185d3d02cf42b8e2a37649"></a><!-- doxytag: member="Kalman::_yp" ref="30b7461989185d3d02cf42b8e2a37649" args="" -->
99vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
100
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="477dca07d91ea1a1f41d51bb0229934f"></a><!-- doxytag: member="Kalman::_Ry" ref="477dca07d91ea1a1f41d51bb0229934f" args="" -->
102sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
103
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15f1a793210750a7e4642fcd948b24c5"></a><!-- doxytag: member="Kalman::_iRy" ref="15f1a793210750a7e4642fcd948b24c5" args="" -->
105sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
106
[8]107<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="Kalman::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
109std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
110
111</table>
112<hr><a name="_details"></a><h2>Detailed Description</h2>
113<h3>template&lt;class sq_T&gt;<br>
114 class Kalman&lt; sq_T &gt;</h3>
115
[22]116<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr>The documentation for this class was generated from the following file:<ul>
[19]117<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul>
[22]118<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:20 2008 for mixpp by&nbsp;
[8]119<a href="http://www.doxygen.org/index.html">
120<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
121</body>
122</html>
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