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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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3<title>mixpp: KalmanFull Class Reference</title>
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23<h1>KalmanFull Class Reference</h1><!-- doxytag: class="KalmanFull" -->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! 
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
29<p>
30<a href="classKalmanFull-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
31<tr><td></td></tr>
32<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
33<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)" -->
34&nbsp;</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>
35
36<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr>
37<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13a041cd98ff157703766be275a657bb"></a><!-- doxytag: member="KalmanFull::bayes" ref="13a041cd98ff157703766be275a657bb" args="(const vec &amp;dt)" -->
38void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#13a041cd98ff157703766be275a657bb">bayes</a> (const vec &amp;dt)</td></tr>
39
40<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
41<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
42<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="KalmanFull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" -->
43vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr>
44
45<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
46<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b75dc059e84fa8ffc076203b30f926cc"></a><!-- doxytag: member="KalmanFull::P" ref="b75dc059e84fa8ffc076203b30f926cc" args="" -->
47mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr>
48
49<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
50<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="KalmanFull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
52std::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>
53
54</table>
55<hr><a name="_details"></a><h2>Detailed Description</h2>
56Basic <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>The documentation for this class was generated from the following files:<ul>
57<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul>
58<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by&nbsp;
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60<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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