root/doc/html/classbdm_1_1EKFfull.html @ 261

Revision 261, 23.7 kB (checked in by smidl, 15 years ago)

doc

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: bdm::EKFfull 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 1.5.6 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="modules.html"><span>Modules</span></a></li>
14      <li><a href="namespaces.html"><span>Namespaces</span></a></li>
15      <li class="current"><a href="classes.html"><span>Classes</span></a></li>
16      <li><a href="files.html"><span>Files</span></a></li>
17    </ul>
18  </div>
19  <div class="tabs">
20    <ul>
21      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
23      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
24      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
25    </ul>
26  </div>
27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1EKFfull.html">EKFfull</a>
28  </div>
29</div>
30<div class="contents">
31<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. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libKF_8h-source.html">libKF.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::EKFfull:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1EKFfull__inherit__graph.png" border="0" usemap="#bdm_1_1EKFfull__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1EKFfull__inherit__map">
41<area shape="rect" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="63,239,199,265"><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 the world, 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="137,7,249,33"></map>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::EKFfull:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1EKFfull__coll__graph.png" border="0" usemap="#bdm_1_1EKFfull__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1EKFfull__coll__map">
48<area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,476,131,503"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="129,199,207,225"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="237,7,349,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="307,87,381,113"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="205,87,283,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="376,199,461,225"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="231,199,329,225"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" alt="" coords="316,476,492,503"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="483,279,563,305"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="375,377,535,404"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="284,377,351,404"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="287,279,348,305"></map>
49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1EKFfull-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="38c0465c9edac6cedfe611373b0cce01"></a><!-- doxytag: member="bdm::EKFfull::EKFfull" ref="38c0465c9edac6cedfe611373b0cce01" args="(RV rvx, RV rvy, RV rvu)" -->
56&nbsp;</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>
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="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
60void&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>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
63<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 &amp;dt)" -->
64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">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. <br></td></tr>
67<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)" -->
68void&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>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ccc4fa7da522d1c2257156f72291a8a"></a><!-- doxytag: member="bdm::EKFfull::_epdf" ref="6ccc4fa7da522d1c2257156f72291a8a" args="() const " -->
72const <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>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFfull::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " -->
76const <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>
77
78<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>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
80const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
81
82<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 &amp;Dt)" -->
83virtual 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>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
86<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>
87
88<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 &amp;dt) const " -->
89vec&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>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
92<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 &amp;rv) const " -->
93virtual <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>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::EKFfull::_rv" ref="40a3c891996391e3135518053a917793" args="() const " -->
97const <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>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFfull::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
101double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
104<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)" -->
105void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</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">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>
109
110<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFfull::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
112vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFfull::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
116mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
120bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
121
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
123double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
124
125<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
127int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
128
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFfull::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
130int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
131
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFfull::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFfull::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
136mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFfull::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
139mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFfull::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
142mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFfull::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
145mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
146
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFfull::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
148mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
149
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFfull::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
151mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
152
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFfull::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
154mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
155
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFfull::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
157mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
158
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFfull::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
160mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
161
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFfull::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
163mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
164
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::EKFfull::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->
166<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>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
170double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
174bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
175
176<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>
177<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFfull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
179std::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>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
182</table>
183<hr><a name="_details"></a><h2>Detailed Description</h2>
184Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.
185<p>
186An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2>
187<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFfull::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
188<div class="memitem">
189<div class="memproto">
190      <table class="memname">
191        <tr>
192          <td class="memname">virtual double bdm::BM::logpred           </td>
193          <td>(</td>
194          <td class="paramtype">const vec &amp;&nbsp;</td>
195          <td class="paramname"> <em>dt</em>          </td>
196          <td>&nbsp;)&nbsp;</td>
197          <td> const<code> [inline, virtual, inherited]</code></td>
198        </tr>
199      </table>
200</div>
201<div class="memdoc">
202
203<p>
204Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
205<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>
206
207<p>Referenced by <a class="el" href="libBM_8h-source.html#l00470">bdm::BM::logpred_m()</a>.</p>
208
209</div>
210</div><p>
211<a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::EKFfull::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" -->
212<div class="memitem">
213<div class="memproto">
214      <table class="memname">
215        <tr>
216          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
217          <td>(</td>
218          <td class="paramtype">bool&nbsp;</td>
219          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
220          <td>&nbsp;)&nbsp;</td>
221          <td><code> [inline, virtual, inherited]</code></td>
222        </tr>
223      </table>
224</div>
225<div class="memdoc">
226
227<p>
228Copy 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; }
229<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>
230
231</div>
232</div><p>
233<hr>The documentation for this class was generated from the following files:<ul>
234<li><a class="el" href="libKF_8h-source.html">libKF.h</a><li>libKF.cpp</ul>
235</div>
236<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 15:29:50 2009 for mixpp by&nbsp;
237<a href="http://www.doxygen.org/index.html">
238<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
239</body>
240</html>
Note: See TracBrowser for help on using the browser.