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3<title>mixpp: work/git/mixpp/bdm/estim/libKF.h File Reference</title>
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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>
21<p>
22<code>#include &lt;itpp/itbase.h&gt;</code><br>
23<code>#include &quot;../stat/libFN.h&quot;</code><br>
24<code>#include &quot;<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>&quot;</code><br>
25<code>#include &quot;<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>&quot;</code><br>
26
27<p>
28<div class="dynheader">
29Include dependency graph for libKF.h:</div>
30<div class="dynsection">
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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38This graph shows which files directly or indirectly include this file:</div>
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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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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>
43</div>
44
45<p>
46<a href="libKF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
47<tr><td></td></tr>
48<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
49<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>
50
51<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>
52<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>
53
54<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>
55<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>
56
57<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>
58<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>
59
60<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>
61<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>
62
63<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>
64<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>
65
66<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>
67<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>
68
69<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>
70<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>
71
72<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>
73</table>
74<hr><a name="_details"></a><h2>Detailed Description</h2>
75Bayesian 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.
76<p>
77<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
78----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
79Using IT++ for numerical operations ----------------------------------- </div>
80<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:14 2008 for mixpp by&nbsp;
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82<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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