[8] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
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| 3 | <title>mixpp: KalmanFull Class Reference</title> |
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[22] | 23 | <h1>KalmanFull Class Reference</h1><!-- doxytag: class="KalmanFull" --><!-- doxytag: inherits="BM" -->Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! |
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[8] | 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 KalmanFull:</div> |
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| 30 | <div class="dynsection"> |
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[19] | 31 | <p><center><img src="classKalmanFull__inherit__graph.png" border="0" usemap="#KalmanFull__inherit__map" alt="Inheritance graph"></center> |
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| 32 | <map name="KalmanFull__inherit__map"> |
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| 33 | <area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="29,7,72,33"></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 KalmanFull:</div> |
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| 37 | <div class="dynsection"> |
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| 38 | <p><center><img src="classKalmanFull__coll__graph.png" border="0" usemap="#KalmanFull__coll__map" alt="Collaboration graph"></center> |
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| 39 | <map name="KalmanFull__coll__map"> |
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| 40 | <area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="29,7,72,33"></map> |
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| 41 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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[8] | 42 | |
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| 43 | <p> |
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| 44 | <a href="classKalmanFull-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="7197ab6e7380790006394eabd3b97043"></a><!-- doxytag: member="KalmanFull::KalmanFull" ref="7197ab6e7380790006394eabd3b97043" args="(mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)" --> |
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| 48 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a> (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)</td></tr> |
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| 49 | |
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| 50 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Full constructor. <br></td></tr> |
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| 51 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="048b13739b94c331cda08249b278552b"></a><!-- doxytag: member="KalmanFull::bayes" ref="048b13739b94c331cda08249b278552b" args="(const vec &dt, bool evalll=true)" --> |
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[28] | 52 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> |
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[8] | 53 | |
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| 54 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
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[28] | 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> |
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| 56 | |
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| 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> |
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| 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="KalmanFull::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> |
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| 59 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> |
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| 60 | |
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| 61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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| 62 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="KalmanFull::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> |
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| 63 | <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> |
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| 64 | |
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| 65 | <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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[8] | 66 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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| 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="KalmanFull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" --> |
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| 68 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr> |
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| 69 | |
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| 70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> |
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| 71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b75dc059e84fa8ffc076203b30f926cc"></a><!-- doxytag: member="KalmanFull::P" ref="b75dc059e84fa8ffc076203b30f926cc" args="" --> |
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| 72 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr> |
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| 73 | |
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| 74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr> |
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[28] | 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="KalmanFull::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> |
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| 76 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> |
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| 77 | |
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| 78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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| 79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="KalmanFull::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> |
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| 80 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> |
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| 81 | |
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| 82 | <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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[8] | 83 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="KalmanFull::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" --> |
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| 85 | std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &kf)</td></tr> |
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| 86 | |
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| 87 | </table> |
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| 88 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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[28] | 89 | Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr><h2>Member Function Documentation</h2> |
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| 90 | <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="KalmanFull::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> |
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| 91 | <div class="memitem"> |
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| 92 | <div class="memproto"> |
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| 93 | <table class="memname"> |
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| 94 | <tr> |
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| 95 | <td class="memname">virtual void BM::bayes </td> |
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| 96 | <td>(</td> |
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| 97 | <td class="paramtype">const vec & </td> |
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| 98 | <td class="paramname"> <em>dt</em> </td> |
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| 99 | <td> ) </td> |
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| 100 | <td width="100%"><code> [pure virtual, inherited]</code></td> |
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| 101 | </tr> |
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| 102 | </table> |
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| 103 | </div> |
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| 104 | <div class="memdoc"> |
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| 105 | |
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| 106 | <p> |
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| 107 | Incremental Bayes rule. |
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| 108 | <p> |
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| 109 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 110 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 111 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
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| 112 | </table> |
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| 113 | </dl> |
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| 114 | |
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| 115 | </div> |
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| 116 | </div><p> |
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| 117 | <hr>The documentation for this class was generated from the following files:<ul> |
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[19] | 118 | <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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[28] | 119 | <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by |
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[8] | 120 | <a href="http://www.doxygen.org/index.html"> |
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| 121 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> |
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| 122 | </body> |
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| 123 | </html> |
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