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[145] | 20 | <h1>work/git/mixpp/bdm/estim/libKF.h File Reference</h1>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. <a href="#_details">More...</a> |
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[8] | 21 | <p> |
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| 22 | <code>#include <itpp/itbase.h></code><br> |
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[22] | 23 | <code>#include "../stat/libFN.h"</code><br> |
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[32] | 24 | <code>#include "<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>"</code><br> |
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[37] | 25 | <code>#include "<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>"</code><br> |
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[8] | 26 | |
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| 27 | <p> |
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[19] | 28 | <div class="dynheader"> |
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| 29 | Include dependency graph for libKF.h:</div> |
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| 30 | <div class="dynsection"> |
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[145] | 31 | <p><center><img src="libKF_8h__incl.png" border="0" usemap="#work/git/mixpp/bdm/estim/libKF.h_map" alt=""></center> |
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[210] | 33 | <area shape="rect" href="libFN_8h-source.html" title="../stat/libFN.h" alt="" coords="21,84,125,111"><area shape="rect" href="libEF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="149,84,251,111"><area shape="rect" href="chmat_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="308,84,431,111"><area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="59,161,125,188"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="200,239,296,265"><area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="251,161,365,188"></map> |
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[19] | 34 | </div> |
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| 35 | |
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| 36 | <p> |
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[79] | 37 | <div class="dynheader"> |
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| 38 | This graph shows which files directly or indirectly include this file:</div> |
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[145] | 40 | <p><center><img src="libKF_8h__dep__incl.png" border="0" usemap="#work/git/mixpp/bdm/estim/libKF.hdep_map" alt=""></center> |
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[210] | 42 | <area shape="rect" href="ekf__templ_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="112,84,376,111"><area shape="rect" href="sim__var_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="400,84,637,111"><area shape="rect" href="ekf__obj_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="661,84,1083,111"><area shape="rect" href="k1_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="5,161,221,188"><area shape="rect" href="pmsm__mix_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="245,161,504,188"></map> |
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[79] | 43 | </div> |
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| 44 | |
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| 45 | <p> |
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[8] | 46 | <a href="libKF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 47 | <tr><td></td></tr> |
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| 48 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
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| 49 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html">KalmanFull</a></td></tr> |
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| 50 | |
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[22] | 51 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <a href="classKalmanFull.html#_details">More...</a><br></td></tr> |
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[8] | 52 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html">Kalman< sq_T ></a></td></tr> |
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| 53 | |
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[22] | 54 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <a href="classKalman.html#_details">More...</a><br></td></tr> |
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[37] | 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html">KalmanCh</a></td></tr> |
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| 56 | |
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| 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form. <a href="classKalmanCh.html#_details">More...</a><br></td></tr> |
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[79] | 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html">EKFfull</a></td></tr> |
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| 59 | |
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| 60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. <a href="classEKFfull.html#_details">More...</a><br></td></tr> |
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[22] | 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html">EKF< sq_T ></a></td></tr> |
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| 62 | |
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| 63 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. <a href="classEKF.html#_details">More...</a><br></td></tr> |
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[79] | 64 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html">EKFCh</a></td></tr> |
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| 65 | |
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| 66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square root. <a href="classEKFCh.html#_details">More...</a><br></td></tr> |
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[32] | 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondQR.html">KFcondQR</a></td></tr> |
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| 68 | |
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| 69 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classKFcondQR.html#_details">More...</a><br></td></tr> |
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[33] | 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondR.html">KFcondR</a></td></tr> |
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| 71 | |
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| 72 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classKFcondR.html#_details">More...</a><br></td></tr> |
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[8] | 73 | </table> |
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| 74 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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[22] | 75 | 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. |
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[8] | 76 | <p> |
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| 77 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> |
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| 78 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> |
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[91] | 79 | Using IT++ for numerical operations ----------------------------------- </div> |
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[219] | 80 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:14 2008 for mixpp by |
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[8] | 81 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 82 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[8] | 83 | </body> |
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