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[261] | 3 | <title>mixpp: libKF.h File Reference</title> |
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[91] | 20 | <div class="contents"> |
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[270] | 21 | <h1>libKF.h File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 22 | Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. |
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[8] | 23 | <p> |
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[270] | 24 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> |
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| 25 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> |
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| 26 | Using IT++ for numerical operations ----------------------------------- |
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| 27 | <p> |
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[22] | 28 | <code>#include "../stat/libFN.h"</code><br> |
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[32] | 29 | <code>#include "<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>"</code><br> |
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[37] | 30 | <code>#include "<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>"</code><br> |
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[8] | 31 | |
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| 32 | <p> |
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| 33 | <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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| 34 | <tr><td></td></tr> |
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[255] | 35 | <tr><td colspan="2"><br><h2>Namespaces</h2></td></tr> |
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[261] | 36 | <tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><a class="el" href="namespacebdm.html">bdm</a></td></tr> |
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[255] | 37 | |
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[8] | 38 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
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[255] | 39 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr> |
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[8] | 40 | |
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[255] | 41 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.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="classbdm_1_1KalmanFull.html#_details">More...</a><br></td></tr> |
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| 42 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman< sq_T ></a></td></tr> |
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[8] | 43 | |
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[255] | 44 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <a href="classbdm_1_1Kalman.html#_details">More...</a><br></td></tr> |
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| 45 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr> |
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[37] | 46 | |
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[255] | 47 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square root form. <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br></td></tr> |
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| 48 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr> |
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[79] | 49 | |
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[255] | 50 | <tr><td class="mdescLeft"> </td><td class="mdescRight">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. <a href="classbdm_1_1EKFfull.html#_details">More...</a><br></td></tr> |
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| 51 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF< sq_T ></a></td></tr> |
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[22] | 52 | |
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[255] | 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. <a href="classbdm_1_1EKF.html#_details">More...</a><br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr> |
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[79] | 55 | |
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[255] | 56 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square root. <a href="classbdm_1_1EKFCh.html#_details">More...</a><br></td></tr> |
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| 57 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td></tr> |
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[32] | 58 | |
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[255] | 59 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classbdm_1_1KFcondQR.html#_details">More...</a><br></td></tr> |
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| 60 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td></tr> |
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[33] | 61 | |
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[255] | 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <a href="classbdm_1_1KFcondR.html#_details">More...</a><br></td></tr> |
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[8] | 63 | </table> |
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[270] | 64 | </div> |
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| 65 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:33:56 2009 for mixpp by |
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[139] | 67 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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