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1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: work/git/mixpp/bdm/estim/libKF.h File Reference</title>
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19<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>
20<p>
21<code>#include &lt;itpp/itbase.h&gt;</code><br>
22<code>#include &quot;../stat/libFN.h&quot;</code><br>
23<code>#include &quot;<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>&quot;</code><br>
24<code>#include &quot;<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>&quot;</code><br>
25
26<p>
27<div class="dynheader">
28Include dependency graph for libKF.h:</div>
29<div class="dynsection">
30<p><center><img src="libKF_8h__incl.png" border="0" usemap="#work/git/mixpp/bdm/estim/libKF.h_map" alt=""></center>
31<map name="work/git/mixpp/bdm/estim/libKF.h_map">
32<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&#39;, LU, UDU&#39;, etc)." alt="" coords="293,84,416,111"><area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="56,161,123,188"><area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL&#39;, LU, UDU&#39;, etc)." alt="" coords="317,161,432,188"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="197,161,293,188"></map>
33</div>
34
35<p>
36<div class="dynheader">
37This graph shows which files directly or indirectly include this file:</div>
38<div class="dynsection">
39<p><center><img src="libKF_8h__dep__incl.png" border="0" usemap="#work/git/mixpp/bdm/estim/libKF.hdep_map" alt=""></center>
40<map name="work/git/mixpp/bdm/estim/libKF.hdep_map">
41<area shape="rect" href="ekf__templ_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="5,84,269,111"><area shape="rect" href="sim__var_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="293,84,531,111"><area shape="rect" href="ekf__obj_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="555,84,976,111"><area shape="rect" href="pmsm__mix_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="8,161,267,188"></map>
42</div>
43
44<p>
45<a href="libKF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
46<tr><td></td></tr>
47<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
48<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html">KalmanFull</a></td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</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>
51<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</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>
54<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html">KalmanCh</a></td></tr>
55
56<tr><td class="mdescLeft">&nbsp;</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>
57<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html">EKFfull</a></td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</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>
60<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</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>
63<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html">EKFCh</a></td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</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>
66<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondQR.html">KFcondQR</a></td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</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>
69<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondR.html">KFcondR</a></td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</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>
72</table>
73<hr><a name="_details"></a><h2>Detailed Description</h2>
74Bayesian 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.
75<p>
76<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
77----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
78Using IT++ for numerical operations ----------------------------------- </div>
79<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:04 2008 for mixpp by&nbsp;
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