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[270]61<h1>libKF.h File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
62Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.
[8]63<p>
[270]64<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
65----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
66Using IT++ for numerical operations -----------------------------------
67<p>
[22]68<code>#include &quot;../stat/libFN.h&quot;</code><br>
[32]69<code>#include &quot;<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>&quot;</code><br>
[37]70<code>#include &quot;<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>&quot;</code><br>
[8]71
72<p>
73<a href="libKF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
74<tr><td></td></tr>
[255]75<tr><td colspan="2"><br><h2>Namespaces</h2></td></tr>
[271]76<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace &nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm</b></td></tr>
[255]77
[8]78<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
[255]79<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr>
[8]80
[255]81<tr><td class="mdescLeft">&nbsp;</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>
82<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td></tr>
[8]83
[255]84<tr><td class="mdescLeft">&nbsp;</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>
85<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr>
[37]86
[255]87<tr><td class="mdescLeft">&nbsp;</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>
88<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr>
[79]89
[255]90<tr><td class="mdescLeft">&nbsp;</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>
91<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF&lt; sq_T &gt;</a></td></tr>
[22]92
[255]93<tr><td class="mdescLeft">&nbsp;</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>
94<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr>
[79]95
[255]96<tr><td class="mdescLeft">&nbsp;</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>
97<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td></tr>
[32]98
[255]99<tr><td class="mdescLeft">&nbsp;</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>
100<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td></tr>
[33]101
[255]102<tr><td class="mdescLeft">&nbsp;</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>
[8]103</table>
[270]104</div>
[271]105<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:25 2009 for mixpp by&nbsp;
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