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3<title>mixpp: bdm::EKFful_unQR Class Reference</title>
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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1EKFful__unQR.html">EKFful_unQR</a>
[259]28  </div>
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31<h1>bdm::EKFful_unQR Class Reference</h1><!-- doxytag: class="bdm::EKFful_unQR" --><!-- doxytag: inherits="bdm::EKFfull,bdm::BMcond" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::EKFful_unQR:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1EKFful__unQR__inherit__graph.png" border="0" usemap="#bdm_1_1EKFful__unQR__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1EKFful__unQR__inherit__map">
[269]41<area shape="rect" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="92,161,191,188"><area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,84,131,111"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="155,84,232,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="175,7,287,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="215,161,324,188"></map>
[259]42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::EKFful_unQR:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1EKFful__unQR__coll__graph.png" border="0" usemap="#bdm_1_1EKFful__unQR__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1EKFful__unQR__coll__map">
[269]48<area shape="rect" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="155,572,253,599"><area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="141,476,267,503"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,199,83,225"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="188,7,300,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="207,87,281,113"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="105,87,183,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="245,199,331,225"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="355,199,464,225"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="107,199,205,225"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" alt="" coords="291,476,467,503"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="253,279,333,305"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="307,377,467,404"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="165,377,232,404"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="168,279,229,305"></map>
[259]49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1EKFful__unQR-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="58cd78b3bfcf989add9404de2982b281"></a><!-- doxytag: member="bdm::EKFful_unQR::EKFful_unQR" ref="58cd78b3bfcf989add9404de2982b281" args="(RV rx, RV ry, RV ru, RV rQR)" -->
56&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#58cd78b3bfcf989add9404de2982b281">EKFful_unQR</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rQR)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17a98c06f5efe38e0da0beb96d6f9584"></a><!-- doxytag: member="bdm::EKFful_unQR::condition" ref="17a98c06f5efe38e0da0beb96d6f9584" args="(const vec &amp;QR0)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">condition</a> (const vec &amp;QR0)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFful_unQR::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFful_unQR::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" -->
68void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFful_unQR::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" -->
72void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7562b3d3c17241dab3baf70258742eb2">set_est</a> (vec mu0, mat P0)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ccc4fa7da522d1c2257156f72291a8a"></a><!-- doxytag: member="bdm::EKFful_unQR::_epdf" ref="6ccc4fa7da522d1c2257156f72291a8a" args="() const " -->
76const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#6ccc4fa7da522d1c2257156f72291a8a">_epdf</a> () const </td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFful_unQR::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " -->
80const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#3d0e427d4d2fb7ac20358ce629f5d510">_e</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.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>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFful_unQR::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
84const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
85
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFful_unQR::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
87virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
91
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
93vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::EKFful_unQR::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &amp;rv) const " -->
97virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::EKFful_unQR::_rv" ref="40a3c891996391e3135518053a917793" args="() const " -->
101const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[269]104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFful_unQR::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
105const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ff2d8755ba0b3def927d31305c03b09c">_drv</a> () const </td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFful_unQR::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
109void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#f135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>)</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set drv <br></td></tr>
[259]112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFful_unQR::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
113double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFful_unQR::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr>
121
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::EKFful_unQR::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " -->
123const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
126<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFful_unQR::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
128vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFful_unQR::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
132mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
136bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
139double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
140
141<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFful_unQR::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
143int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFful_unQR::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
146int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
147
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFful_unQR::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
149int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFful_unQR::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
152mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
153
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFful_unQR::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
155mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
156
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFful_unQR::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
158mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
159
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFful_unQR::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
161mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
162
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFful_unQR::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
164mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
165
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFful_unQR::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
167mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
168
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFful_unQR::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
170mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
171
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFful_unQR::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
173mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
174
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFful_unQR::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
176mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
177
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFful_unQR::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
179mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
180
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
182bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
183
184<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 computational time. <br></td></tr>
185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
186double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
187
188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::EKFful_unQR::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->
190<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>
191
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
[269]193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFful_unQR::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
194<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
195
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="bdm::EKFful_unQR::rvc" ref="9a12750776d977408aada06a70093297" args="" -->
198<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr>
199
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
201<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
203std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
204
205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
206</table>
207<hr><a name="_details"></a><h2>Detailed Description</h2>
208Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr><h2>Member Function Documentation</h2>
209<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
210<div class="memitem">
211<div class="memproto">
212      <table class="memname">
213        <tr>
214          <td class="memname">virtual double bdm::BM::logpred           </td>
215          <td>(</td>
216          <td class="paramtype">const vec &amp;&nbsp;</td>
217          <td class="paramname"> <em>dt</em>          </td>
218          <td>&nbsp;)&nbsp;</td>
219          <td> const<code> [inline, virtual, inherited]</code></td>
220        </tr>
221      </table>
222</div>
223<div class="memdoc">
224
225<p>
226Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
227<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
228
[269]229<p>Referenced by <a class="el" href="libBM_8h-source.html#l00535">bdm::BM::logpred_m()</a>.</p>
[259]230
231</div>
232</div><p>
233<a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::EKFful_unQR::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" -->
234<div class="memitem">
235<div class="memproto">
236      <table class="memname">
237        <tr>
238          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
239          <td>(</td>
240          <td class="paramtype">bool&nbsp;</td>
241          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
242          <td>&nbsp;)&nbsp;</td>
243          <td><code> [inline, virtual, inherited]</code></td>
244        </tr>
245      </table>
246</div>
247<div class="memdoc">
248
249<p>
[269]250Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }
[259]251<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p>
252
253</div>
254</div><p>
255<hr>The documentation for this class was generated from the following file:<ul>
[261]256<li><a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul>
[259]257</div>
[269]258<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:20:27 2009 for mixpp by&nbsp;
[259]259<a href="http://www.doxygen.org/index.html">
260<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
261</body>
262</html>
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