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| 20 | <h1>work/git/mixpp/bdm/estim/libKF.h File Reference</h1>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. <a href="#_details">More...</a> | 
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| 21 | <p> | 
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| 22 | <code>#include <itpp/itbase.h></code><br> | 
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| 23 | <code>#include "../stat/libFN.h"</code><br> | 
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| 24 | <code>#include "<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>"</code><br> | 
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| 25 | <code>#include "<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>"</code><br> | 
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| 26 |  | 
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| 27 | <p> | 
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| 28 | <div class="dynheader"> | 
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| 29 | Include dependency graph for libKF.h:</div> | 
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| 30 | <div class="dynsection"> | 
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| 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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| 32 | <map name="work/git/mixpp/bdm/estim/libKF.h_map"> | 
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| 33 | <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', LU, UDU', etc)." alt="" coords="308,84,431,111"><area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="59,161,125,188"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="200,239,296,265"><area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="251,161,365,188"></map> | 
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| 34 | </div> | 
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| 35 |  | 
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| 36 | <p> | 
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| 37 | <div class="dynheader"> | 
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| 38 | This graph shows which files directly or indirectly include this file:</div> | 
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| 39 | <div class="dynsection"> | 
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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="557,84,821,111"><area shape="rect" href="mpf__load_8cpp.html" title="Simulation of disturbances in PMSM model, EKF runs with simulated covariances." alt="" coords="5,161,253,188"><area shape="rect" href="mpf__test_8cpp.html" title="TR 2525 file for testing Toy Problem of mpf for Covariance Estimation." alt="" coords="800,161,1045,188"><area shape="rect" href="mpf__u__delta__real_8cpp.html" title="TR 2525 file for testing Toy Problem of mpf for Covariance Estimation." alt="" coords="1069,161,1368,188"><area shape="rect" href="mpf__u__delta_8cpp.html" title="TR 2525 file for testing Toy Problem of mpf for Covariance Estimation." alt="" coords="989,84,1256,111"><area shape="rect" href="mpf__u__weight_8cpp.html" title="Voltage U is multiplied by an unknown weight w which is estimated by MPF." alt="" coords="1280,84,1557,111"><area shape="rect" href="pmsm__unkQpf_8cpp.html" title="A test for Kalman with unknown Q." alt="" coords="1581,84,1861,111"><area shape="rect" href="sim__var_8cpp.html" title="Simulation of disturbances in PMSM model, EKF runs with simulated covariances." alt="" coords="1885,84,2123,111"><area shape="rect" href="ekf__obj_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="2147,84,2568,111"><area shape="rect" href="k1_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="560,161,776,188"><area shape="rect" href="pmsm__mix_8cpp.html" title="Models for synchronous electric drive using IT++ and BDM." alt="" coords="277,161,536,188"></map> | 
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| 43 | </div> | 
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| 44 |  | 
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| 45 | <p> | 
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| 46 | <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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| 47 | <tr><td></td></tr> | 
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| 48 | <tr><td colspan="2"><br><h2>Namespaces</h2></td></tr> | 
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| 49 | <tr><td class="memItemLeft" nowrap align="right" valign="top">namespace  </td><td class="memItemRight" valign="bottom"><b>bdm</b></td></tr> | 
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| 50 |  | 
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| 51 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> | 
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| 52 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr> | 
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| 53 |  | 
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| 54 | <tr><td class="mdescLeft"> </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> | 
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| 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman< sq_T ></a></td></tr> | 
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| 56 |  | 
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| 57 | <tr><td class="mdescLeft"> </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> | 
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| 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr> | 
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| 59 |  | 
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| 60 | <tr><td class="mdescLeft"> </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> | 
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| 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr> | 
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| 62 |  | 
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| 63 | <tr><td class="mdescLeft"> </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> | 
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| 64 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF< sq_T ></a></td></tr> | 
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| 65 |  | 
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| 66 | <tr><td class="mdescLeft"> </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> | 
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| 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr> | 
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| 68 |  | 
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| 69 | <tr><td class="mdescLeft"> </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> | 
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| 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td></tr> | 
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| 71 |  | 
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| 72 | <tr><td class="mdescLeft"> </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> | 
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| 73 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td></tr> | 
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| 74 |  | 
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| 75 | <tr><td class="mdescLeft"> </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> | 
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| 76 | </table> | 
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| 77 | <hr><a name="_details"></a><h2>Detailed Description</h2> | 
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| 78 | Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. | 
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| 79 | <p> | 
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| 80 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> | 
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| 81 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> | 
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| 82 | Using IT++ for numerical operations ----------------------------------- </div> | 
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| 83 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:29:58 2009 for mixpp by  | 
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| 85 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> | 
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