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1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: work/mixpp/bdm/estim/libKF.h File Reference</title>
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10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
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15<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>
16<p>
17<code>#include &lt;itpp/itbase.h&gt;</code><br>
18<code>#include &quot;../stat/libFN.h&quot;</code><br>
19<code>#include &quot;<a class="el" href="libDC_8h-source.html">../math/libDC.h</a>&quot;</code><br>
20
21<p>
22<div class="dynheader">
23Include dependency graph for libKF.h:</div>
24<div class="dynsection">
25<p><center><img src="libKF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/estim/libKF.h_map" alt=""></center>
26<map name="work/mixpp/bdm/estim/libKF.h_map">
27<area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="44,239,143,265"><area shape="rect" href="libFN_8h&#45;source.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="59,84,165,111"><area shape="rect" href="libDC_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="187,161,304,188"><area shape="rect" href="libBM_8h.html" title="libBM.h" alt="" coords="96,161,163,188"></map>
28</div>
29
30<p>
31<a href="libKF_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
32<tr><td></td></tr>
33<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
34<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>
35
36<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>
37<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>
38
39<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>
40<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>
41
42<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>
43</table>
44<hr><a name="_details"></a><h2>Detailed Description</h2>
45Bayesian 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.
46<p>
47<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
48----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
49Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp;
50<a href="http://www.doxygen.org/index.html">
51<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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