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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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22<h1>mixpp File List</h1>Here is a list of all documented files with brief descriptions:<table>
23  <tr><td class="indexkey">work/mixpp/bdm/<b>itpp_ext.h</b> <a href="itpp__ext_8h-source.html">[code]</a></td><td class="indexvalue"></td></tr>
24  <tr><td class="indexkey">work/mixpp/bdm/estim/<a class="el" href="libKF_8h.html">libKF.h</a> <a href="libKF_8h-source.html">[code]</a></td><td class="indexvalue">Bayesian Filtering for linear Gaussian models (<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter) and extensions </td></tr>
25  <tr><td class="indexkey">work/mixpp/bdm/estim/<a class="el" href="libPF_8h.html">libPF.h</a> <a href="libPF_8h-source.html">[code]</a></td><td class="indexvalue">Bayesian Filtering using stochastic sampling (Particle Filters) </td></tr>
26  <tr><td class="indexkey">work/mixpp/bdm/math/<a class="el" href="libDC_8h.html">libDC.h</a> <a href="libDC_8h-source.html">[code]</a></td><td class="indexvalue">Matrices in decomposed forms (LDL', LU, UDU', etc) </td></tr>
27  <tr><td class="indexkey">work/mixpp/bdm/stat/<a class="el" href="libBM_8h.html">libBM.h</a> <a href="libBM_8h-source.html">[code]</a></td><td class="indexvalue">Bayesian Models (bm) that use Bayes rule to learn from observations </td></tr>
28  <tr><td class="indexkey">work/mixpp/bdm/stat/<a class="el" href="libDS_8h.html">libDS.h</a> <a href="libDS_8h-source.html">[code]</a></td><td class="indexvalue">Common DataSources </td></tr>
29  <tr><td class="indexkey">work/mixpp/bdm/stat/<a class="el" href="libEF_8h.html">libEF.h</a> <a href="libEF_8h-source.html">[code]</a></td><td class="indexvalue">Probability distributions for Exponential Family models </td></tr>
30  <tr><td class="indexkey">work/mixpp/bdm/stat/<b>libFN.h</b> <a href="libFN_8h-source.html">[code]</a></td><td class="indexvalue"></td></tr>
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