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21 | <h1>libKF.h File Reference</h1>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. <a href="#_details">More...</a> |
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22 | <p> |
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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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31 | <p><center><img src="libKF_8h__incl.png" border="0" usemap="#libKF.h_map" alt=""></center> |
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33 | <area shape="rect" href="libFN_8h-source.html" title="../stat/libFN.h" alt="" coords="5,84,109,111"><area shape="rect" href="libEF_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="133,84,235,111"><area shape="rect" href="chmat_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="167,161,289,188"><area shape="rect" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations." alt="" coords="76,161,143,188"><area shape="rect" href="itpp__ext_8h-source.html" title="../itpp_ext.h" alt="" coords="127,316,223,343"><area shape="rect" href="libDC_8h.html" title="Matrices in decomposed forms (LDL', LU, UDU', etc)." alt="" coords="183,239,249,265"></map> |
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38 | This graph shows which files directly or indirectly include this file:</div> |
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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"><a class="el" href="namespacebdm.html">bdm</a></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 Fri Feb 6 19:49:55 2009 for mixpp by |
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