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[19] | 3 | <title>mixpp: work/mixpp/bdm/estim/libKF.h File Reference</title> |
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[8] | 17 | </div> |
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[91] | 18 | <div class="contents"> |
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[22] | 19 | <h1>work/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] | 20 | <p> |
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| 21 | <code>#include <itpp/itbase.h></code><br> |
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[22] | 22 | <code>#include "../stat/libFN.h"</code><br> |
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[32] | 23 | <code>#include "<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>"</code><br> |
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[37] | 24 | <code>#include "<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>"</code><br> |
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[8] | 25 | |
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| 26 | <p> |
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[19] | 27 | <div class="dynheader"> |
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| 28 | Include dependency graph for libKF.h:</div> |
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| 29 | <div class="dynsection"> |
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| 30 | <p><center><img src="libKF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/estim/libKF.h_map" alt=""></center> |
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| 31 | <map name="work/mixpp/bdm/estim/libKF.h_map"> |
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[91] | 32 | <area shape="rect" href="libFN_8h-source.html" title="../stat/libFN.h" alt="" coords="23,81,121,105"><area shape="rect" href="libEF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="145,81,244,105"><area shape="rect" href="chmat_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="307,81,419,105"><area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="56,156,120,180"><area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="309,156,416,180"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="195,156,285,180"></map> |
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[19] | 33 | </div> |
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| 34 | |
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| 35 | <p> |
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[79] | 36 | <div class="dynheader"> |
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| 37 | This graph shows which files directly or indirectly include this file:</div> |
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| 38 | <div class="dynsection"> |
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| 39 | <p><center><img src="libKF_8h__dep__incl.png" border="0" usemap="#work/mixpp/bdm/estim/libKF.hdep_map" alt=""></center> |
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| 40 | <map name="work/mixpp/bdm/estim/libKF.hdep_map"> |
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[91] | 41 | <area shape="rect" href="ekf__obj_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="5,81,373,105"></map> |
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[79] | 42 | </div> |
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| 43 | |
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| 44 | <p> |
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[8] | 45 | <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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| 46 | <tr><td></td></tr> |
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| 47 | <tr><td colspan="2"><br><h2>Classes</h2></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="classKalmanFull.html">KalmanFull</a></td></tr> |
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| 49 | |
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[22] | 50 | <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] | 51 | <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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| 52 | |
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[22] | 53 | <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] | 54 | <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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| 55 | |
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| 56 | <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] | 57 | <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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| 58 | |
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| 59 | <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] | 60 | <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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| 61 | |
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| 62 | <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] | 63 | <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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| 64 | |
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| 65 | <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] | 66 | <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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| 67 | |
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| 68 | <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] | 69 | <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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| 70 | |
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| 71 | <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] | 72 | </table> |
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| 73 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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[22] | 74 | 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] | 75 | <p> |
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| 76 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> |
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| 77 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> |
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[91] | 78 | Using IT++ for numerical operations ----------------------------------- </div> |
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| 79 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Apr 29 20:46:27 2008 for mixpp by |
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[8] | 80 | <a href="http://www.doxygen.org/index.html"> |
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[91] | 81 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> |
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[8] | 82 | </body> |
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