root/doc/html/classKalmanCh.html @ 37

Revision 37, 20.8 kB (checked in by smidl, 17 years ago)

Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

Line 
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: KalmanCh Class Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
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    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
14  </ul>
15</div>
16<div class="tabs">
17  <ul>
18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
19    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
21  </ul>
22</div>
23<h1>KalmanCh Class Reference</h1><!-- doxytag: class="KalmanCh" --><!-- doxytag: inherits="BM" --><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form. 
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 KalmanCh:</div>
30<div class="dynsection">
31<p><center><img src="classKalmanCh__inherit__graph.png" border="0" usemap="#KalmanCh__inherit__map" alt="Inheritance graph"></center>
32<map name="KalmanCh__inherit__map">
33<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="28,7,71,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for KalmanCh:</div>
37<div class="dynsection">
38<p><center><img src="classKalmanCh__coll__graph.png" border="0" usemap="#KalmanCh__coll__map" alt="Collaboration graph"></center>
39<map name="KalmanCh__coll__map">
40<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="35,156,77,183"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="37,7,75,33"><area shape="rect" title="rvu\nrvy" alt="" coords="39,31,47,39"><area shape="rect" title="rvu\nrvy" alt="" coords="67,581,75,589"><area shape="rect" title="rv" alt="" coords="52,31,60,39"><area shape="rect" title="rv" alt="" coords="52,152,60,160"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="113,103,164,129"><area shape="rect" title="rv" alt="" coords="65,31,73,39"><area shape="rect" title="rv" alt="" coords="123,99,131,107"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="93,321,155,348"><area shape="rect" title="_P\nQ\nR\n_Ry" alt="" coords="117,345,125,353"><area shape="rect" title="_P\nQ\nR\n_Ry" alt="" coords="84,581,92,589"><area shape="rect" href="classenorm.html" title="enorm\&lt; chmat \&gt;" alt="" coords="164,453,297,480"><area shape="rect" title="_iR\nR" alt="" coords="125,345,133,353"><area shape="rect" title="_iR\nR" alt="" coords="207,449,215,457"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="93,209,155,236"><area shape="rect" title="pred\nfy" alt="" coords="212,477,220,485"><area shape="rect" title="pred\nfy" alt="" coords="101,581,109,589"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="179,209,224,236"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="237,321,357,348"><area shape="rect" title="\&lt; chmat \&gt;" alt="" coords="285,345,293,353"><area shape="rect" title="\&lt; chmat \&gt;" alt="" coords="233,449,241,457"><area shape="rect" title="_iR\nR" alt="" coords="293,233,301,241"><area shape="rect" title="_iR\nR" alt="" coords="293,317,301,325"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classKalmanCh-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="d11f110cccaa66177514632d37b086bb"></a><!-- doxytag: member="KalmanCh::KalmanCh" ref="d11f110cccaa66177514632d37b086bb" args="(RV rvx0, RV rvy0, RV rvu0)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#d11f110cccaa66177514632d37b086bb">KalmanCh</a> (<a class="el" href="classRV.html">RV</a> rvx0, <a class="el" href="classRV.html">RV</a> rvy0, <a class="el" href="classRV.html">RV</a> rvu0)</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="7ae89bdef6b886e421e0895173d3c76d"></a><!-- doxytag: member="KalmanCh::KalmanCh" ref="7ae89bdef6b886e421e0895173d3c76d" args="(const KalmanCh &amp;K0)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#7ae89bdef6b886e421e0895173d3c76d">KalmanCh</a> (const <a class="el" href="classKalmanCh.html">KalmanCh</a> &amp;K0)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92fb227287af05c9f0078d523c7c9793"></a><!-- doxytag: member="KalmanCh::set_parameters" ref="92fb227287af05c9f0078d523c7c9793" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;R0, const chmat &amp;Q0)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#92fb227287af05c9f0078d523c7c9793">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fe9b65d626971542e35213d11b4b98d"></a><!-- doxytag: member="KalmanCh::set_pred" ref="7fe9b65d626971542e35213d11b4b98d" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#7fe9b65d626971542e35213d11b4b98d">set_pred</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cca758192846940409822b9bd778d4e1"></a><!-- doxytag: member="KalmanCh::bayes" ref="cca758192846940409822b9bd778d4e1" args="(const vec &amp;dt)" -->
64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#cca758192846940409822b9bd778d4e1">bayes</a> (const vec &amp;dt)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions The following equality hold::<p class="formulaDsp">
67<img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_17.png">
68<p>
69. <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="221892e744e7020ac5735978803d357d"></a><!-- doxytag: member="KalmanCh::_epdf" ref="221892e744e7020ac5735978803d357d" args="()" -->
71<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#221892e744e7020ac5735978803d357d">_epdf</a> ()</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d62f16738a29f25c468acd3b1289ec7"></a><!-- doxytag: member="KalmanCh::_pred" ref="1d62f16738a29f25c468acd3b1289ec7" args="()" -->
75<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#1d62f16738a29f25c468acd3b1289ec7">_pred</a> ()</td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="KalmanCh::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
79void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="KalmanCh::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
83const <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>
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="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="KalmanCh::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
87double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</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>Protected Attributes</h2></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1b7369670041b75231242f7293c4f90"></a><!-- doxytag: member="KalmanCh::rvy" ref="e1b7369670041b75231242f7293c4f90" args="" -->
92<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#e1b7369670041b75231242f7293c4f90">rvy</a></td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1cebd72aaff9f146b9b2400cc69e1b1a"></a><!-- doxytag: member="KalmanCh::rvu" ref="1cebd72aaff9f146b9b2400cc69e1b1a" args="" -->
96<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#1cebd72aaff9f146b9b2400cc69e1b1a">rvu</a></td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c34f0f5cc4e1dd1be4b4489d2fc83d0"></a><!-- doxytag: member="KalmanCh::dimx" ref="5c34f0f5cc4e1dd1be4b4489d2fc83d0" args="" -->
100int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#5c34f0f5cc4e1dd1be4b4489d2fc83d0">dimx</a></td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c8302d61db0512d8a0d4f34715117445"></a><!-- doxytag: member="KalmanCh::dimy" ref="c8302d61db0512d8a0d4f34715117445" args="" -->
104int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#c8302d61db0512d8a0d4f34715117445">dimy</a></td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bac7284585a271e28f928acabd990146"></a><!-- doxytag: member="KalmanCh::dimu" ref="bac7284585a271e28f928acabd990146" args="" -->
108int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#bac7284585a271e28f928acabd990146">dimu</a></td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ca9afe2042fbda38af3da8e7d8d9d3c"></a><!-- doxytag: member="KalmanCh::A" ref="2ca9afe2042fbda38af3da8e7d8d9d3c" args="" -->
112mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#2ca9afe2042fbda38af3da8e7d8d9d3c">A</a></td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5ee93d6d32f45b5d15e87764efd529"></a><!-- doxytag: member="KalmanCh::B" ref="5a5ee93d6d32f45b5d15e87764efd529" args="" -->
116mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#5a5ee93d6d32f45b5d15e87764efd529">B</a></td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3c1ce2fe15dae5c0882a99c34b19cc40"></a><!-- doxytag: member="KalmanCh::C" ref="3c1ce2fe15dae5c0882a99c34b19cc40" args="" -->
120mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#3c1ce2fe15dae5c0882a99c34b19cc40">C</a></td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50d3e4c9e411f8c96b87a1883b7e7154"></a><!-- doxytag: member="KalmanCh::D" ref="50d3e4c9e411f8c96b87a1883b7e7154" args="" -->
124mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#50d3e4c9e411f8c96b87a1883b7e7154">D</a></td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb21fe7ab03feb24005c331070d28040"></a><!-- doxytag: member="KalmanCh::Q" ref="eb21fe7ab03feb24005c331070d28040" args="" -->
128<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#eb21fe7ab03feb24005c331070d28040">Q</a></td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6716e9f9208fc7191b38fd801810b30a"></a><!-- doxytag: member="KalmanCh::R" ref="6716e9f9208fc7191b38fd801810b30a" args="" -->
132<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#6716e9f9208fc7191b38fd801810b30a">R</a></td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94ee9da75b0e0f632e4a354988ca3798"></a><!-- doxytag: member="KalmanCh::preA" ref="94ee9da75b0e0f632e4a354988ca3798" args="" -->
136mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#94ee9da75b0e0f632e4a354988ca3798">preA</a></td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre array (triangular matrix) <br></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d31a26dc72b5846cfe5af3ccb63ac87"></a><!-- doxytag: member="KalmanCh::postA" ref="0d31a26dc72b5846cfe5af3ccb63ac87" args="" -->
140mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#0d31a26dc72b5846cfe5af3ccb63ac87">postA</a></td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0ffeeb2ca028ae2c1b1e166d4015804"></a><!-- doxytag: member="KalmanCh::pred" ref="c0ffeeb2ca028ae2c1b1e166d4015804" args="" -->
144<a class="el" href="classenorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#c0ffeeb2ca028ae2c1b1e166d4015804">pred</a></td></tr>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">predictive density on $x_t$ <br></td></tr>
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9086baae040b9c4e5cc42a445853862a"></a><!-- doxytag: member="KalmanCh::fy" ref="9086baae040b9c4e5cc42a445853862a" args="" -->
148<a class="el" href="classenorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#9086baae040b9c4e5cc42a445853862a">fy</a></td></tr>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">predictive density on $y_t$ <br></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c77c0c0489b7b04d8d10e208cd704bf"></a><!-- doxytag: member="KalmanCh::_mu" ref="0c77c0c0489b7b04d8d10e208cd704bf" args="" -->
152vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr>
153
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="feb8eedfd3d2c635e8b47ce71dd55b84"></a><!-- doxytag: member="KalmanCh::_P" ref="feb8eedfd3d2c635e8b47ce71dd55b84" args="" -->
155<a class="el" href="classchmat.html">chmat</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr>
156
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="759d473aaae1cc270a99a8c4e4c68eea"></a><!-- doxytag: member="KalmanCh::_yp" ref="759d473aaae1cc270a99a8c4e4c68eea" args="" -->
158vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
159
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a0c1b6761bfaed74a3cafa7a4ae4d2a"></a><!-- doxytag: member="KalmanCh::_Ry" ref="5a0c1b6761bfaed74a3cafa7a4ae4d2a" args="" -->
161<a class="el" href="classchmat.html">chmat</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
162
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="KalmanCh::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
164<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>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="KalmanCh::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
168double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="KalmanCh::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
172bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
173
174<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>
175</table>
176<hr><a name="_details"></a><h2>Detailed Description</h2>
177<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form. <hr>The documentation for this class was generated from the following files:<ul>
178<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul>
179<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:52 2008 for mixpp by&nbsp;
180<a href="http://www.doxygen.org/index.html">
181<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
182</body>
183</html>
Note: See TracBrowser for help on using the browser.