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3 | <title>mixpp: bdm::EKFfull Class Reference</title> |
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22 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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23 | </ul> |
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24 | </div> |
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25 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1EKFfull.html">EKFfull</a> |
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26 | </div> |
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28 | <div class="contents"> |
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29 | <h1>bdm::EKFfull Class Reference</h1><!-- doxytag: class="bdm::EKFfull" --><!-- doxytag: inherits="bdm::KalmanFull,bdm::BM" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. |
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30 | <a href="#_details">More...</a> |
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31 | <p> |
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32 | <code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code> |
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33 | <p> |
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34 | <div class="dynheader"> |
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35 | Inheritance diagram for bdm::EKFfull:</div> |
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36 | <div class="dynsection"> |
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37 | <p><center><img src="classbdm_1_1EKFfull__inherit__graph.png" border="0" usemap="#bdm_1_1EKFfull__inherit__map" alt="Inheritance graph"></center> |
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38 | <map name="bdm_1_1EKFfull__inherit__map"> |
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39 | <area shape="rect" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="5,161,141,188"><area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="16,7,141,33"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="165,7,243,33"></map> |
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40 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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41 | <div class="dynheader"> |
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42 | Collaboration diagram for bdm::EKFfull:</div> |
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43 | <div class="dynsection"> |
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44 | <p><center><img src="classbdm_1_1EKFfull__coll__graph.png" border="0" usemap="#bdm_1_1EKFfull__coll__map" alt="Collaboration graph"></center> |
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45 | <map name="bdm_1_1EKFfull__coll__map"> |
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46 | <area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,503,131,529"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="316,252,393,279"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="292,87,367,113"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="380,199,479,225"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="212,199,297,225"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="285,7,373,33"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="391,87,468,113"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< fsqmat \>" alt="" coords="155,503,331,529"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="164,305,244,332"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="29,404,189,431"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="264,404,331,431"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="268,305,329,332"></map> |
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47 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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48 | |
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49 | <p> |
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50 | <a href="classbdm_1_1EKFfull-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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51 | <tr><td></td></tr> |
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52 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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53 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38c0465c9edac6cedfe611373b0cce01"></a><!-- doxytag: member="bdm::EKFfull::EKFfull" ref="38c0465c9edac6cedfe611373b0cce01" args="(RV rvx, RV rvy, RV rvu)" --> |
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54 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#38c0465c9edac6cedfe611373b0cce01">EKFfull</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rvx, <a class="el" href="classbdm_1_1RV.html">RV</a> rvy, <a class="el" href="classbdm_1_1RV.html">RV</a> rvu)</td></tr> |
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55 | |
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56 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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57 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" --> |
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58 | void </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> |
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59 | |
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60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> |
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61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFfull::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &dt)" --> |
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62 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &dt)</td></tr> |
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63 | |
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64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
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65 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFfull::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" --> |
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66 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7562b3d3c17241dab3baf70258742eb2">set_est</a> (vec mu0, mat P0)</td></tr> |
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67 | |
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68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set estimates <br></td></tr> |
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69 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ccc4fa7da522d1c2257156f72291a8a"></a><!-- doxytag: member="bdm::EKFfull::_epdf" ref="6ccc4fa7da522d1c2257156f72291a8a" args="() const " --> |
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70 | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#6ccc4fa7da522d1c2257156f72291a8a">_epdf</a> () const </td></tr> |
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71 | |
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72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> |
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73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFfull::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " --> |
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74 | const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classfsqmat.html">fsqmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#3d0e427d4d2fb7ac20358ce629f5d510">_e</a> () const </td></tr> |
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75 | |
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76 | <tr><td class="mdescLeft"> </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> |
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77 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" --> |
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78 | const mat </td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> |
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79 | |
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80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFfull::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
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81 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
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82 | |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
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85 | |
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86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFfull::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
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87 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
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88 | |
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89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
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90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::EKFfull::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> |
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91 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </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> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> |
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92 | |
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93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> |
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94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::EKFfull::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> |
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95 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> |
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96 | |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFfull::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
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99 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> |
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100 | |
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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFfull::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
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103 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> |
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107 | |
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108 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFfull::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" --> |
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110 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr> |
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111 | |
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112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> |
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113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFfull::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" --> |
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114 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr> |
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115 | |
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116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr> |
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117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" --> |
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118 | bool </td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr> |
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119 | |
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120 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" --> |
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121 | double </td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> |
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122 | |
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123 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" --> |
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125 | int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> |
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126 | |
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127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFfull::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" --> |
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128 | int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> |
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129 | |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFfull::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" --> |
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131 | int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> |
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132 | |
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133 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFfull::A" ref="a24914cfc0297b9f3885df86e5011733" args="" --> |
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134 | mat </td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> |
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135 | |
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136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFfull::B" ref="ef28133db32cc60b710925266c37376d" args="" --> |
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137 | mat </td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> |
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138 | |
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139 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFfull::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" --> |
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140 | mat </td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> |
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141 | |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFfull::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" --> |
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143 | mat </td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> |
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144 | |
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145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFfull::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" --> |
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146 | mat </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> |
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147 | |
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148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFfull::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" --> |
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149 | mat </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> |
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150 | |
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151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFfull::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" --> |
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152 | mat </td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> |
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153 | |
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154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFfull::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" --> |
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155 | mat </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> |
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156 | |
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157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFfull::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" --> |
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158 | mat </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> |
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159 | |
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160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFfull::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" --> |
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161 | mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> |
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162 | |
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163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::EKFfull::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" --> |
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164 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr> |
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165 | |
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166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> |
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167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
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168 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
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169 | |
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170 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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171 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
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172 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
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173 | |
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174 | <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 computational time. <br></td></tr> |
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175 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFfull::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" --> |
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177 | std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator<<</a> (std::ostream &os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &kf)</td></tr> |
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178 | |
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179 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print elements of KF <br></td></tr> |
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180 | </table> |
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181 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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182 | Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. |
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183 | <p> |
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184 | An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> |
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185 | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFfull::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
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186 | <div class="memitem"> |
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187 | <div class="memproto"> |
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188 | <table class="memname"> |
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189 | <tr> |
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190 | <td class="memname">virtual double bdm::BM::logpred </td> |
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191 | <td>(</td> |
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192 | <td class="paramtype">const vec & </td> |
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193 | <td class="paramname"> <em>dt</em> </td> |
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194 | <td> ) </td> |
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195 | <td> const<code> [inline, virtual, inherited]</code></td> |
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196 | </tr> |
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197 | </table> |
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198 | </div> |
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199 | <div class="memdoc"> |
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200 | |
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201 | <p> |
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202 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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203 | <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> |
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204 | |
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205 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00447">bdm::BM::logpred_m()</a>.</p> |
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206 | |
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207 | </div> |
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208 | </div><p> |
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209 | <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::EKFfull::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> |
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210 | <div class="memitem"> |
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211 | <div class="memproto"> |
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212 | <table class="memname"> |
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213 | <tr> |
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214 | <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> |
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215 | <td>(</td> |
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216 | <td class="paramtype">bool </td> |
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217 | <td class="paramname"> <em>changerv</em> = <code>false</code> </td> |
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218 | <td> ) </td> |
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219 | <td><code> [inline, virtual, inherited]</code></td> |
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220 | </tr> |
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221 | </table> |
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222 | </div> |
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223 | <div class="memdoc"> |
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224 | |
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225 | <p> |
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226 | Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, 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 the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; } |
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227 | <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> |
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228 | |
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229 | </div> |
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230 | </div><p> |
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231 | <hr>The documentation for this class was generated from the following files:<ul> |
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232 | <li>work/git/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/git/mixpp/bdm/estim/libKF.cpp</ul> |
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233 | </div> |
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234 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:30:51 2009 for mixpp by |
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235 | <a href="http://www.doxygen.org/index.html"> |
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236 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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237 | </body> |
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238 | </html> |
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