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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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1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: work/mixpp/bdm/stat/libDS.h File Reference</title>
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16<h1>work/mixpp/bdm/stat/libDS.h File Reference</h1>Common DataSources. <a href="#_details">More...</a>
17<p>
18<code>#include &lt;itpp/itbase.h&gt;</code><br>
19<code>#include &quot;<a class="el" href="libBM_8h-source.html">libBM.h</a>&quot;</code><br>
20
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23Include dependency graph for libDS.h:</div>
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25<p><center><img src="libDS_8h__incl.png" border="0" usemap="#work/mixpp/bdm/stat/libDS.h_map" alt=""></center>
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27<area shape="rect" title="Common DataSources." alt="" coords="60,161,159,188"><area shape="rect" href="libBM_8h.html" title="Common DataSources." alt="" coords="112,84,179,111"></map>
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29
30<p>
31<a href="libDS_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
32<tr><td></td></tr>
33<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
34<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMemDS.html">MemDS</a></td></tr>
35
36<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Class representing off-line data stored in memory.  <a href="classMemDS.html#_details">More...</a><br></td></tr>
37</table>
38<hr><a name="_details"></a><h2>Detailed Description</h2>
39Common DataSources.
40<p>
41<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
42----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
43Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by&nbsp;
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45<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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